@article{findingmovingbandstatisticalarbitrages,
  title = {Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization},
  author = {Kasper Johansson and Thomas Schmelzer and Stephen Boyd},
  year = {2024},
  eprint = {2402.08108},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2402.08108v1},
}