Buy Low and Sell High
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Publication:3000887
DOI10.1007/978-3-642-03479-4_16zbMath1217.91167OpenAlexW1569819688MaRDI QIDQ3000887
Yifei Zhong, Hanqing Jin, Min Dai, Xun Yu Zhou
Publication date: 31 May 2011
Published in: Contemporary Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-03479-4_16
Related Items (9)
OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT ⋮ A Stochastic Approximation Approach for Trend-Following Trading ⋮ Optimal investment in markets with over and under-reaction to information ⋮ Minimax perfect stopping rules for selling an asset near its ultimate maximum ⋮ Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty ⋮ On predicting the maximum of a semimartingale and the optimal moment to sell a stock ⋮ Optimal Trend Following Trading Rules ⋮ Time-Randomized Stopping Problems for a Family of Utility Functions ⋮ Optimal stopping for absolute maximum of homogeneous diffusion
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