Skip to main navigation
Skip to search
Skip to main content
EdUHK Research Repository Home
About the Repository
Link opens in a new tab
Search content at EdUHK Research Repository
Home
Researchers
Research Units
Projects
Research Outputs
Prizes and Awards
KT Activities
Pairs trading with illiquidity and position limits
Menglu FENG
,
Mei Choi CHIU
, Hoi Ying WONG
Department of Mathematics and Information Technology (MIT)
Research output
:
Contribution to journal
›
Articles
›
peer-review
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Pairs trading with illiquidity and position limits'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Risky Assets
100%
Pairs Trading
100%
Position Limits
100%
Illiquidity
100%
Optimal Investment
75%
Optimal Trading Strategy
50%
Copyright
25%
Mathematical Science
25%
Selling
25%
Cointegration
25%
Transaction Costs
25%
Problem Formulation
25%
Numerical Analysis
25%
Individual Stocks
25%
Control Framework
25%
Stock Index
25%
Singular Control
25%
Money Market Account
25%
Proportional Transaction Costs
25%
Discounted Utility
25%
Gain Function
25%
Economics, Econometrics and Finance
Transaction Costs
100%
Investment Strategies
100%
Stock Index
50%
Intertemporal Choice
50%