Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals

MLA

Futter, Owen, et al. Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals. 2023. EBSCOhost, widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsarx&AN=edsarx.2308.15135&authtype=sso&custid=ns315887.

APA

Futter, O., Horvath, B., & Wiese, M. (2023). Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals.

Chicago

Futter, Owen, Blanka Horvath, and Magnus Wiese. 2023. “Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals.” http://widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsarx&AN=edsarx.2308.15135&authtype=sso&custid=ns315887.