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<p>(Every) 15 Seconds to Alpha: Long/Short Optimization with EVT</p>

20250 citationsPreprintgreen Open Access

Authors

Andreas Christopoulos · University of Cambridge

Joshua Barratt · Barratt Due

Topics & Keywords

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stochastic processes and financial applications

Publication Details

Published in: SSRN Electronic Journal

DOI: 10.2139/ssrn.5917362

<p>(Every) 15 Seconds to Alpha: Long/Short Optimization with EVT</p> | Researchclopedia