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Naccarato, Alessia; Pierini, Andrea; Ferraro, Giovanna Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment. (English) Zbl 1477.62302 Ann. Oper. Res. 299, No. 1-2, 81-99 (2021). MSC: 62P05 62M10 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Qi, Yue On outperforming social-screening-indexing by multiple-objective portfolio selection. (English) Zbl 1416.91359 Ann. Oper. Res. 267, No. 1-2, 493-513 (2018). MSC: 91G10 90C29 × Cite Format Result Cite Review PDF Full Text: DOI