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Joongyeub Yeo
Publication Activity (10 Years)
Years Active: 2017-2017
Publications (10 Years): 1
Top Topics
Portfolio Selection
High Risk
Statistical Methods
Early Warning
Top Venues
Risk Decis. Anal.
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Publications
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Joongyeub Yeo
,
George Papanicolaou
Risk control of mean-reversion time in statistical arbitrage.
Risk Decis. Anal.
6 (4) (2017)