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Chen, An-Sing
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1

Optimal statistical arbitrage trading of Berkshire Hathaway..:

An-Sing Chen ; Che-Ming Yang
https://doi.org/10.1371/journal.pone.0244541.  , 2021
Link: https://doi.org/10.1371/..
 
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2

Fig 9 -:

An-Sing Chen (9992802) ; Che-Ming Yang (1903906)
https://figshare.com/articles/figure/Fig_9_-/13583622.  , 2021
Link: https://doi.org/10.1371/..
 
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3

Fig 8 -:

An-Sing Chen (9992802) ; Che-Ming Yang (1903906)
https://figshare.com/articles/figure/Fig_8_-/13583619.  , 2021
Link: https://doi.org/10.1371/..
 
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4

The expected return of optimal statistical arbitrage of S&P..:

An-Sing Chen (9992802) ; Che-Ming Yang (1903906)
https://figshare.com/articles/dataset/The_expected_return_of_optimal_statistical_arbitrage_of_S_P_500_and_replicating_asset_pair_/13583631.  , 2021
Link: https://doi.org/10.1371/..
 
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5

Fig 5 -:

An-Sing Chen (9992802) ; Che-Ming Yang (1903906)
https://figshare.com/articles/figure/Fig_5_-/13583610.  , 2021
Link: https://doi.org/10.1371/..
 
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6

Fig 3 -:

An-Sing Chen (9992802) ; Che-Ming Yang (1903906)
https://figshare.com/articles/figure/Fig_3_-/13583604.  , 2021
Link: https://doi.org/10.1371/..
 
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7

Fig 6 -:

An-Sing Chen (9992802) ; Che-Ming Yang (1903906)
https://figshare.com/articles/figure/Fig_6_-/13583613.  , 2021
Link: https://doi.org/10.1371/..
 
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8

The expected Sharpe ratio of optimal statistical arbitrage ..:

An-Sing Chen (9992802) ; Che-Ming Yang (1903906)
https://figshare.com/articles/dataset/The_expected_Sharpe_ratio_of_optimal_statistical_arbitrage_of_S_P500_and_replicating_asset_pair_/13583637.  , 2021
Link: https://doi.org/10.1371/..
 
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9

Fig 1 -:

An-Sing Chen (9992802) ; Che-Ming Yang (1903906)
https://figshare.com/articles/figure/Fig_1_-/13583598.  , 2021
Link: https://doi.org/10.1371/..
 
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10

Fig 4 -:

An-Sing Chen (9992802) ; Che-Ming Yang (1903906)
https://figshare.com/articles/figure/Fig_4_-/13583607.  , 2021
Link: https://doi.org/10.1371/..
 
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11

Fig 10 -:

An-Sing Chen (9992802) ; Che-Ming Yang (1903906)
https://figshare.com/articles/figure/Fig_10_-/13583625.  , 2021
Link: https://doi.org/10.1371/..
 
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12

The expected Sharpe ratio of optimal statistical arbitrage ..:

An-Sing Chen (9992802) ; Che-Ming Yang (1903906)
https://figshare.com/articles/dataset/The_expected_Sharpe_ratio_of_optimal_statistical_arbitrage_of_Berkshire_A_and_replicating_asset_pair_/13583634.  , 2021
Link: https://doi.org/10.1371/..
 
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13

Fig 2 -:

An-Sing Chen (9992802) ; Che-Ming Yang (1903906)
https://figshare.com/articles/figure/Fig_2_-/13583601.  , 2021
Link: https://doi.org/10.1371/..
 
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14

Fig 7 -:

An-Sing Chen (9992802) ; Che-Ming Yang (1903906)
https://figshare.com/articles/figure/Fig_7_-/13583616.  , 2021
Link: https://doi.org/10.1371/..
 
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15

The expected return of optimal statistical arbitrage of Ber..:

An-Sing Chen (9992802) ; Che-Ming Yang (1903906)
https://figshare.com/articles/dataset/The_expected_return_of_optimal_statistical_arbitrage_of_Berkshire_A_and_replicating_asset_pair_/13583628.  , 2021
Link: https://doi.org/10.1371/..
 
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