Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/siamfm/ChenCW19
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Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration.
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Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration.
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