On the inefficiency of bang-bang and stop-loss portfolio strategies (Q1367845)
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scientific article; zbMATH DE number 1069820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the inefficiency of bang-bang and stop-loss portfolio strategies |
scientific article; zbMATH DE number 1069820 |
Statements
On the inefficiency of bang-bang and stop-loss portfolio strategies (English)
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4 December 1997
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portfolio management
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stop-loss
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order of risk aversion
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martingale
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