Fenghui Yu

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Optimal Pairs Trading Strategies: a Stochastic Mean-Variance Approach

Number of pages: 16 Posted: 06 Dec 2021

Fenghui Yu, Wai-Ki Ching, Chufang WU and Jiawen Gu

affiliation not provided to SSRN, The University of Hong Kong - Department of Mathematics, The University of Hong Kong - Department of Mathematics and Southern University of Science and Technology

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