Identifying and Trading Mean Reverting Portfolios

Author/​Artist
Pizer, Michael [Browse]
Format
Senior thesis
Language
English
Description
74 Pages

Availability

Available Online

Copies in the Library

Location Call Number Status Location Service Notes
Mudd Manuscript Library - StacksAC102 24649 Browse related items On-site accessReading Room Request

    Details

    Advisor(s)
    d'Aspremont, Alexandre [Browse]
    Department
    Princeton University. Department of Electrical Engineering [Browse]
    Class year
    2010
    Restrictions note
    Statement on language in description
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    Supplementary Information