BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES

DOI10.1111/j.1467-9965.2011.00508.xzbMath1283.91170OpenAlexW1522957774WikidataQ58060566 ScholiaQ58060566MaRDI QIDQ2847244

Fares Alazemi, Timothy C. Johnson, Mihail Zervos

Publication date: 4 September 2013

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2011.00508.x

zbMATH Keywords

Hamilton-Jacobi-Bellman equationdiffusion processoptimal stochastic controloptimal investment strategies

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Financial applications of other theories (91G80) Portfolio theory (91G10)

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