Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies (Q3633139): Difference between revisions

@@ Property / author @@
-G. George Yin
@@ Property / author: G. George Yin / rank @@
-Normal rank
@@ Property / author @@
-Qing Zhang
@@ Property / author: Qing Zhang / rank @@
-Normal rank
@@ Property / author @@
+G. George Yin
@@ Property / author: G. George Yin / rank @@
+Normal rank
@@ Property / author @@
+Qing Zhang
@@ Property / author: Qing Zhang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/07362990902844181
+Normal rank
@@ Property / OpenAlex ID @@
+W2021732440
@@ Property / OpenAlex ID: W2021732440 / rank @@
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@@ Property / cites work @@
+Optimal trading of a security when there are taxes and transaction costs
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+Capital Market Equilibrium with Personal Tax
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+Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model
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+Q4509488
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+Optimal selling rules in a regime switching model
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+A Stochastic Approximation Method
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+STOCK LIQUIDATION VIA STOCHASTIC APPROXIMATION USING NASDAQ DAILY AND INTRA‐DAY DATA
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+Trading a mean-reverting asset: buy low and sell high
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+Stock Trading: An Optimal Selling Rule
@@ Property / cites work: Stock Trading: An Optimal Selling Rule / rank @@
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