Optimal filter rules for selling stocks in the emerging stock markets

DOI10.1007/s10479-021-04381-wOpenAlexW3211568599MaRDI QIDQ6148784

Zhen-Ya Liu, Yaosong Zhan, Xuyuan Han, Sabri Boubaker

Publication date: 8 February 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-021-04381-w

zbMATH Keywords

optimal stoppingfinanceemerging stock marketsfilter rule

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Portfolio theory (91G10)

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