Identifying and Trading Mean Reverting Portfolios

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

Details

Advisor(s)
d'Aspremont, Alexandre [Browse]
Department
Princeton University. Department of Electrical Engineering [Browse]
Class year
2010
Restrictions note
This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu.

Supplementary Information