Ушбу ишга иқтибос қилган ишлар

2 та иш

Иш: Profitable mean reversion after large price drops: A story of day and night in the S&P 500, 400 MidCap and 600 SmallCap Indices

1. Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part I - EB

   Steftcho Dokov, Ivilina Popova, David P. Morton

   МақолаRisk and Portfolio Optimization2019 International Conference on Information Science and Communications Technologies (ICISCT)20191 иқтибос

   ABIABI:AkademIndex/openalex/2019.article.000977

2. Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part II - DBFS

   Steftcho Dokov, Ivilina Popova, David P. Morton

   МақолаRisk and Portfolio Optimization2021 International Conference on Information Science and Communications Technologies (ICISCT)20210 иқтибос

   ABIABI:AkademIndex/openalex/2021.article.010846