Lasso-based index tracking and statistical arbitrage long-short strategies
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: The North American Journal of Economics and Finance
سال: 2020
ISSN: 1062-9408
DOI: 10.1016/j.najef.2019.101055