ScienceOpen:
research and publishing network
For Publishers
Discovery
Metadata
Peer review
Hosting
Publishing
For Researchers
Join
Publish
Review
Collect
My ScienceOpen
Sign in
Register
Dashboard
Blog
About
Search
Advanced search
My ScienceOpen
Sign in
Register
Dashboard
Search
Search
Advanced search
For Publishers
Discovery
Metadata
Peer review
Hosting
Publishing
For Researchers
Join
Publish
Review
Collect
Blog
About
1
views
0
references
Top references
cited by
3
0 reviews
Review
0
comments
Comment
0
recommends
+1
Recommend
0
collections
Add to
0
shares
Share
Twitter
Sina Weibo
Facebook
Email
3,536
similar
All similar
Record
: found
Abstract
: not found
Article
: not found
Dynamic Portfolio Selection in Arbitrage
Author(s):
Jakub Jurek
,
Halla Yang
Publication date:
Journal:
SSRN Journal
Read this article at
ScienceOpen
Publisher
Bookmark
There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.
Related collections
MoRePaS 2018 - Model Reduction of Parametrized Systems IV
Author and article information
Journal
DOI::
10.2139/ssrn.882536
ScienceOpen disciplines:
Applications
,
Statistics
,
Statistical finance
Data availability:
ScienceOpen disciplines:
Applications
,
Statistics
,
Statistical finance
Comments
Comment on this article
Sign in to comment
scite_
Similar content
3,536
Common Pool Equities: An Arbitrage Based Non-cooperative Solution to the Common Pool Resource Problem
Authors:
Christopher J. Ellis
International Arbitrage Pricing Theory
Authors:
Bruno Solnik
Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy
Authors:
Stephen A. Ross
See all similar
Cited by
3
Optimal convergence trading with unobservable pricing errors
Authors:
Sühan Altay
,
Katia Colaneri
,
Zehra Eksi
Bertram’s pairs trading strategy with bounded risk
Authors:
Vladimír Holý
,
Michal Černý
Mean-Reverting Portfolios: Tradeoffs Between Sparsity and Volatility
Authors:
,
See all cited by