Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment
Crossref DOI link: https://doi.org/10.1007/s10479-019-03225-y
Published Online: 2019-04-11
Published Print: 2021-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Naccarato, Alessia http://orcid.org/0000-0002-0593-844X
Pierini, Andrea
Ferraro, Giovanna http://orcid.org/0000-0003-4053-7649
Text and Data Mining valid from 2019-04-11
Version of Record valid from 2019-04-11
Article History
First Online: 11 April 2019