Share this postIdentifying Small Mean Reverting Portfolios - An Analysis (Part 1)www.vertoxquant.comCopy linkFacebookEmailNoteOtherIdentifying Small Mean Reverting Portfolios - An Analysis (Part 1)Today we are gonna be looking at a paper written by d’Aspremont on finding sparse mean reverting portfolios.VertoxJun 23, 2023∙ Paid2Share this postIdentifying Small Mean Reverting Portfolios - An Analysis (Part 1)www.vertoxquant.comCopy linkFacebookEmailNoteOtherSharehttps://arxiv.org/pdf/0708.3048.pdfThis post is for paid subscribersSubscribeAlready a paid subscriber? Sign in