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, .
BibTeX
Tags
Press 'enter' for creating the tagPublication'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)