Quotation 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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Publication's profile

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 (Ă–STAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
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