Mean-Reverting Portfolio With Budget Constraint-Reference-Cited by-同舟云学术

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Mean-Reverting Portfolio With Budget Constraint

Published:2018-05-01 Issue:9 Volume:66 Page:2342-2357
ISSN:1053-587X
Container-title:IEEE Transactions on Signal Processing
language:
Short-container-title:IEEE Trans. Signal Process.

Author:

Zhao Ziping^ORCID,Palomar Daniel P.

Funder

Hong Kong RGC

Hong Kong PhD Fellowship Scheme (HKPFS)

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Subject

Electrical and Electronic Engineering,Signal Processing

Link

http://xplorestaging.ieee.org/ielx7/78/8329605/08272418.pdf?arnumber=8272418

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