default search action
"Optimal Portfolios of Mean-Reverting Instruments."
Gordana Dmitrasinovic-Vidovic, Antony Ware (2011)
- Gordana Dmitrasinovic-Vidovic, Antony Ware:
Optimal Portfolios of Mean-Reverting Instruments. SIAM J. Financial Math. 2(1): 748-767 (2011)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.