Thou shalt buy and hold

DOI10.1080/14697680802563732zbMath1154.91478OpenAlexW2141023873MaRDI QIDQ3605237

Albert N. Shiryaev, Zuo Quan Xu, Xun Yu Zhou

Publication date: 23 February 2009

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

Full work available at URL: https://doi.org/10.1080/14697680802563732

zbMATH Keywords

optimal stoppingvalue functionBlack-Scholes marketbuy and holdstock goodness index

Mathematics Subject Classification ID

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Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Continuous-time mean-variance efficiency: the 80\% rule
• Continuous-time mean-variance portfolio selection: a stochastic LQ framework
• Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum
• European Option Pricing with Transaction Costs
• A Minimum Variance Result in Continuous Trading Portfolio Optimization

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