Cite
Optimal statistical arbitrage trading of Berkshire Hathaway stock and its replicating portfolio.
MLA
Chen, An-Sing, and Che-Ming Yang. “Optimal Statistical Arbitrage Trading of Berkshire Hathaway Stock and Its Replicating Portfolio.” PLoS ONE, vol. 16, no. 1, Jan. 2021, pp. 1–22. EBSCOhost, https://doi.org/10.1371/journal.pone.0244541.
APA
Chen, A.-S., & Yang, C.-M. (2021). Optimal statistical arbitrage trading of Berkshire Hathaway stock and its replicating portfolio. PLoS ONE, 16(1), 1–22. https://doi.org/10.1371/journal.pone.0244541
Chicago
Chen, An-Sing, and Che-Ming Yang. 2021. “Optimal Statistical Arbitrage Trading of Berkshire Hathaway Stock and Its Replicating Portfolio.” PLoS ONE 16 (1): 1–22. doi:10.1371/journal.pone.0244541.