I agree that this site is using cookies. You can find further informations
here
.
X
Login
Merkliste (
0
)
Home
About us
Home About us
Our history
Profile
Press & public relations
Friends
The library in figures
Exhibitions
Projects
Training, internships, careers
Films
Services & Information
Home Services & Information
Lending and interlibrary loans
Returns and renewals
Training and library tours
My Account
Library cards
New to the library?
Download Information
Opening hours
Learning spaces
PC, WLAN, copy, scan and print
Catalogs and collections
Home Catalogs and Collections
Rare books and manuscripts
Digital collections
Subject Areas
Our sites
Home Our sites
Central Library
Law Library (Juridicum)
BB Business and Economics (BB11)
BB Physics and Electrical Engineering
TB Engineering and Social Sciences
TB Economics and Nautical Sciences
TB Music
TB Art & Design
TB Bremerhaven
Contact the library
Home Contact the library
Staff Directory
Open access & publishing
Home Open access & publishing
Reference management: Citavi & RefWorks
Publishing documents
Open Access in Bremen
zur Desktop-Version
Toggle navigation
Merkliste
1 Ergebnisse
1
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/journal.pone.0244541.t004
RT Journal T1 <Title>The expected Sharpe ratio of optimal statistical arbitrage of S&P500 and replicating asset pair</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftsmithonian:oai:figshare.com:article_13583637&Exemplar=1&LAN=DE A1 An-Sing Chen (9992802) A1 Che-Ming Yang (1903906) YR 2021 K1 Cell Biology K1 Molecular Biology K1 Biotechnology K1 Ecology K1 Inorganic Chemistry K1 Science Policy K1 Cardiology K1 Biological Sciences not elsewhere classified K1 Mathematical Sciences not elsewhere classified K1 Berkshire Hathaway stock K1 arbitrage trading model K1 asset K1 return K1 factor model K1 arbitrage trading JF https://figshare.com/articles/dataset/The_expected_Sharpe_ratio_of_optimal_statistical_arbitrage_of_S_P500_and_replicating_asset_pair_/13583637 LK http://dx.doi.org/https://doi.org/10.1371/journal.pone.0244541.t004 DO https://doi.org/10.1371/journal.pone.0244541.t004 SF ELIB - SuUB Bremen
Export
RefWorks (nur Desktop-Version!)
Flow
(Zuerst in
Flow
einloggen, dann importieren)
