Optimal portfolio strategies of cointegrated assets

Tao Tang

Supervised by I. Figuerola-Ferretti Garrigues, P.J. Serrano Jimenez

Carlos III University of Madrid. Madrid (Spain)

July 4th, 2017

Citation:
T. Tang, "Optimal portfolio strategies of cointegrated assets", PhD. dissertation, Carlos III University of Madrid, Madrid, Spain, 2017.

Research groups:

Instituto de Investigación Tecnológica (IIT)

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