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
Chicago Style (17th ed.) CitationJohansson, Kasper, Thomas Schmelzer, and 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.
MLA (9th ed.) CitationJohansson, 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.
Warning: These citations may not always be 100% accurate.