Johansson, K., Schmelzer, T., & Boyd, S. (2025). Finding moving-band statistical arbitrages via convex–concave optimization. Optimization and engineering, 26(2), 1203-1224. https://doi.org/10.1007/s11081-024-09933-0
Citace podle Chicago (17th ed.)Johansson, Kasper, Thomas Schmelzer, a Stephen Boyd. "Finding Moving-band Statistical Arbitrages via Convex–concave Optimization." Optimization and Engineering 26, no. 2 (2025): 1203-1224. https://doi.org/10.1007/s11081-024-09933-0.
Citace podle MLA (9th ed.)Johansson, Kasper, et al. "Finding Moving-band Statistical Arbitrages via Convex–concave Optimization." Optimization and Engineering, vol. 26, no. 2, 2025, pp. 1203-1224, https://doi.org/10.1007/s11081-024-09933-0.
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