Owen Futter
- Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals
2023/08/29 by Owen Futter, Blanka Horvath, Futter, Owen +3 · 4 citations
Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Risk Management (q-fin.RM) #Stock Market Forecasting Methods