Eksi-Altay, Zehra and Altay, Suhan. 2016. Optimal investment problems for pairs trading. 28th European Conference on Operational Research, Poznan, Poland, 03.07-06.07, .
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Optimal investment problems for pairs trading |
| Event | 28th European Conference on Operational Research |
| Year | 2016 |
| Date | 03.07-06.07, |
| Country | Poland |
| Location | Poznan |
Associations
- People
- Eksi-Altay, Zehra (Details)
- External
- Altay, Suhan (TU Wien, Austria)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)