A Stochastic Approximation Approach for Trend-Following Trading (Q4562480)
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scientific article; zbMATH DE number 6996407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Approximation Approach for Trend-Following Trading |
scientific article; zbMATH DE number 6996407 |
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A Stochastic Approximation Approach for Trend-Following Trading (English)
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21 December 2018
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stock price
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sample path
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stochastic approximation
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sharpe ratio
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bear market
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