Fredi Saric, Stjepan Begusic, Andro Mercep, Zvonko Kostanjcar. Statistical arbitrage portfolio construction based on preference relations. Expert Syst. Appl., 238(Part C):121906, March 2024. [doi]
@article{SaricBMK24,
title = {Statistical arbitrage portfolio construction based on preference relations},
author = {Fredi Saric and Stjepan Begusic and Andro Mercep and Zvonko Kostanjcar},
year = {2024},
month = {March},
doi = {10.1016/j.eswa.2023.121906},
url = {https://doi.org/10.1016/j.eswa.2023.121906},
researchr = {https://researchr.org/publication/SaricBMK24},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {238},
number = {Part C},
pages = {121906},
}