Lo-Bin Chang

2017

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Lo-Bin Chang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Wim Schoutens
  2. Rama Cont
  3. B. Do
  4. Marco Avellaneda
  5. Richard H. Byrd
  6. R. Faff

Papers from Lo-Bin Chang's perspective

Ordered by how strongly the researchers Lo-Bin Chang trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Lévy Processes in Finance: Pricing Financial Derivatives
  2. Empirical properties of asset returns: stylized facts and statistical issues
  3. A Limited Memory Algorithm for Bound Constrained Optimization
  4. Does Simple Pairs Trading Still Work?
  5. Pairs Trading: Performance of a Relative Value Arbitrage Rule
  6. Statistical arbitrage in the US equities market
  7. Are Pairs Trading Profits Robust to Trading Costs
  8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  9. Mathematical methods for foreign exchange
  10. More Statistical Properties of Order Books and Price Impact

Their papers