Pages that link to "Item:Q534275"
From MaRDI portal
The following pages link to A trend-following strategy: conditions for optimality (Q534275):
Displaying 6 items.
- Optimal trend-following trading rules under a three-state regime switching model (Q450062) (← links)
- Optimal allocation of trend following strategies (Q1618529) (← links)
- Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
- Multi-asset scenario building for trend-following trading strategies (Q2241067) (← links)
- Optimal trend following trading rules (Q2806822) (← links)
- A Stochastic Approximation Approach for Trend-Following Trading (Q4562480) (← links)