A trend-following strategy: conditions for optimality (Q534275)
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scientific article; zbMATH DE number 5895502
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A trend-following strategy: conditions for optimality |
scientific article; zbMATH DE number 5895502 |
Statements
A trend-following strategy: conditions for optimality (English)
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17 May 2011
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regime-switching process
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quasi-variational inequality
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trend-following strategy
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0.91181934
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0.85971385
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0.8595602
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0.8363723
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0.8339504
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