@article{dynamicoptimalportfoliosformultipleco,
  title = {Statistical Arbitrage for Multiple Co-Integrated Stocks},
  author = {T. N. Li and A. Papanicolaou},
  year = {2019},
  eprint = {1908.02164},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1908.02164v5},
}