Keyphrases
Mean-variance
100%
Pairs Trading
100%
Time-consistent Strategy
100%
Cointegration
66%
Time Inconsistency
66%
Trading Strategy
66%
Copyright
33%
Explicit Solution
33%
Selection Criteria
33%
Optimization Problem
33%
Partial Differential Equations
33%
Statistical Arbitrage
33%
Mean-variance Portfolio Selection
33%
Tractability
33%
Time-consistent Policy
33%
Mean Reversion
33%
Classical Means
33%
Dynamic Time
33%
Pre-commitment
33%
Optimal Strategy
33%
Econometric Tools
33%
Asymptotic Analysis
33%
Dynamic Programming Principle
33%
Dynamic Trading
33%
Dynamic Trading Strategies
33%
Economic Decisions
33%
Economics, Econometrics and Finance
Dynamic Programming
100%
Arbitrage
100%
Portfolio Selection
100%
Econometrics
100%
Mean Reversion
100%