المؤلفون: Kiseop Lee, Tim Leung, Boming Ning

المصدر: Risks, Vol 11, Iss 5, p 93 (2023)

مصطلحات موضوعية: pairs trading, Ornstein–Uhlenbeck process, diversification, portfolio allocation, mean reversion budgeting, Insurance, HG8011-9999

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2227-9091/11/5/93; https://doaj.org/toc/2227-9091

URL الوصول: https://doaj.org/article/739c3318ab4040f992b6d462d55951a2

المؤلفون: Boming Ning, Di Zhao, Hongyi Li

المصدر: Journal of Computational and Applied Mathematics. 311:655-663

مصطلحات موضوعية: Applied Mathematics, 020206 networking & telecommunications, 010103 numerical & computational mathematics, 02 engineering and technology, Positive-definite matrix, Computer Science::Numerical Analysis, 01 natural sciences, Hermitian matrix, Mathematics::Numerical Analysis, Algebra, Computational Mathematics, symbols.namesake, Schur decomposition, Conjugate gradient method, Schur complement method, 0202 electrical engineering, electronic engineering, information engineering, Schur complement, Taylor series, symbols, Applied mathematics, 0101 mathematics, Mathematics, Block (data storage)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::a77539ad47239c7e0309a1d76c941cbb
https://doi.org/10.1016/j.cam.2016.08.030

المؤلفون: Boming Ning, Kiseop Lee

المصدر: arXiv.org, Papers.

الإتاحة: https://ideas.repec.org/p/arx/papers/2403.12180.html

المؤلفون: Boming Ning, Prakash Chakraborty, Kiseop Lee

المصدر: arXiv.org, Papers.

الإتاحة: https://ideas.repec.org/p/arx/papers/2309.16008.html

المؤلفون: Lee, Kiseop

المساهمون: Leung, Tim (VerfasserIn); Ning, Boming (VerfasserIn)

المصدر: Risks : Basel, vol 11, issue 5, pg. 1-18. 05/2023