Optimal Portfolio Design for Statistical Arbitrage in Finance

Ziping Zhao, Rui Zhou, Zhongju Wang, Daniel P. Palomar. Optimal Portfolio Design for Statistical Arbitrage in Finance. In 2018 IEEE Statistical Signal Processing Workshop, SSP 2018, Freiburg im Breisgau, Germany, June 10-13, 2018. pages 801-805, IEEE, 2018. [doi]

Authors

Ziping Zhao

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Rui Zhou

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Zhongju Wang

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Daniel P. Palomar

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