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L. Rüschendorf

1 paper hereh-index 467.5k citations223 works total

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author position
  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

collaborators

1 paper

q-fin.MF2019

Generalized statistical arbitrage concepts and related gain strategies

Christian Rein, Ludger Rüschendorf, Thorsten Schmidt

Generalized statistical arbitrage concepts are introduced corresponding to trading strategies which yield positive gains on average in a class of scenarios rather than almost surel…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.