A trend-following strategy: conditions for optimality
type: Item
instance of: scholarly article
title: A trend-following strategy: conditions for optimality
zbMATH Open document ID: 1213.91141
author: Hoi Tin Kong
author: Q. Zhang
author: G. Yin
published in: Automatica
publication date: 2011-05-17T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C33
Mathematics Subject Classification ID: 49L20
zbMATH DE Number: 5895502
zbMATH Keywords: regime-switching process
zbMATH Keywords: quasi-variational inequality
zbMATH Keywords: trend-following strategy
MaRDI profile type: Publication
full work available at URL: j.automatica.2011.01.039
OpenAlex ID: W1968241626
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DOI: 10.1016/J.AUTOMATICA.2011.01.039
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description: scientific article; zbMATH DE number 5895502