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http://arks.princeton.edu/ark:/88435/dsp01v405sc567| Title: | Optimizing Equities Statistical Arbitrage with Dynamic Programming |
| Authors: | Johnston, Kyle S. |
| Advisors: | Dayanik, Savas |
| Department: | Operations Research and Financial Engineering |
| Class Year: | 2008 |
| Extent: | 102 Pages |
| Other Identifiers: | 21707 |
| URI: | http://arks.princeton.edu/ark:/88435/dsp01v405sc567 |
| Location : | 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. |
| Type of Material: | Princeton University Senior Theses |
| Appears in Collections: | Operations Research and Financial Engineering, 2000-2023 |
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