"Identifying Small Mean Reverting Portfolios"

Alexandre d'Aspremont (2007)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-0708-3048
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-0708-3048
Alexandre d'Aspremont:
Identifying Small Mean Reverting Portfolios. CoRR abs/0708.3048 (2007)

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