Pages that link to "Item:Q618955"
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The following pages link to An optimal trading rule of a mean-reverting asset (Q618955):
Displaying 11 items.
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Stock trading rules under a switchable market (Q1941671) (← links)
- An optimal trading rule under a switchable mean-reversion model (Q2247920) (← links)
- Trading a mean-reverting asset: buy low and sell high (Q2440761) (← links)
- BUYING AND SELLING RULES FOR A SIMPLE TRANSACTION OF A MEAN-REVERTING ASSET (Q3173706) (← links)
- Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs (Q3458137) (← links)
- Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations (Q4619542) (← links)
- TRADING MULTIPLE MEAN REVERSION (Q5066298) (← links)
- Applying regression techniques in designing optimal trade execution strategy for an asset (Q5070610) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)