Kalman Filtering Applied to Investment Portfolio Management
<p id="p1">Arbitrage is an approach to portfolio composition that times the selection of investment instruments based on deviations between price and true value, exploiting the expected movement of price toward true value. Pairs trading is an early form of statistical arbitrage, exploiting temporary...
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| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2024
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| Materias: | |
| Acceso en línea: | https://www.intechopen.com/chapters/1172965 |
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