Pages that link to "Item:Q1413317"
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The following pages link to A bounded risk strategy for a market with non-observable parameters. (Q1413317):
Displaying 7 items.
- Simultaneously long short trading in discrete and continuous time (Q503833) (← links)
- Discrete time market with serial correlations and optimal myopic strategies (Q856298) (← links)
- Universal strategies for diffusion markets and possibility of asymptotic arbitrage (Q977147) (← links)
- Optimality of myopic strategies for multi-stock discrete time market with management costs (Q1042507) (← links)
- Beating the market? A mathematical puzzle for market efficiency (Q2145700) (← links)
- Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)
- Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage (Q5459529) (← links)