Optimal statistical arbitrage trading of Berkshire Hathaway stock and its replicating portfolio

• An-Sing Chen ,

  Contributed equally to this work with: An-Sing Chen, Che-Ming Yang

  Roles Conceptualization, Funding acquisition, Resources, Supervision, Writing – review & editing

  * E-mail: finasc@ccu.edu.tw

  Affiliation Department of Finance, National Chung Cheng University, Chia-Yi, Taiwan, R.O.C

  https://orcid.org/0000-0002-9927-4620

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• Che-Ming Yang

  Contributed equally to this work with: An-Sing Chen, Che-Ming Yang

  Roles Data curation, Formal analysis, Investigation, Methodology, Writing – original draft

  Affiliation School of Accounting and Finance, Xiamen University Tan Kah Kee College, Fujian, P.R.C

  https://orcid.org/0000-0001-7132-9776

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