Markowitz Portfolio Optimization through Pairs Trading Cointegrated Strategy in Long-term Investment
11 Ottobre 2021. Categoria: Gold
Naccarato, A., Pierini, A., Ferraro, G. (2021) “Markowitz Portfolio Optimization through Pairs Trading Cointegrated Strategy in Long-term Investment”, Annals of Operations Research, DOI: 10.1007/s10479-019-03225-y.
Giovanna Ferraro
Socio Aggregato junior dal 2012
