Pairs Trading under Geometric Brownian Motion Models (Q5050093): Difference between revisions

@@ Property / author @@
-Qing Zhang
@@ Property / author: Qing Zhang / rank @@
-Normal rank
@@ Property / author @@
+Qing Zhang
@@ Property / author: Qing Zhang / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-030-98519-6_15
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+W4226213408
@@ Property / OpenAlex ID: W4226213408 / rank @@
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@@ Property / cites work @@
+Trend Following Trading under a Regime Switching Model
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@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Pairs trading
@@ Property / cites work: Pairs trading / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal time to invest when the price processes are geometric Brownian motions
+Normal rank
@@ Property / cites work @@
+Pairs trading: an optimal selling rule
@@ Property / cites work: Pairs trading: an optimal selling rule / rank @@
+Normal rank
@@ Property / cites work @@
+Q4346705
@@ Property / cites work: Q4346705 / rank @@
+Normal rank
@@ Property / cites work @@
+Pairs-trading under geometric Brownian motions: an optimal strategy with cutting losses
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@@ Property / cites work @@
+A Model for Reversible Investment Capacity Expansion
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+Optimal investment and consumption with transaction costs
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+An optimal pairs-trading rule
@@ Property / cites work: An optimal pairs-trading rule / rank @@
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@@ Property / cites work @@
+An optimal strategy for pairs trading under geometric Brownian motions
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@@ Property / cites work @@
+Pairs trading: an optimal selling rule under a regime switching model
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+Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters
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+Trading a mean-reverting asset: buy low and sell high
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@@ Property / cites work @@
+Stock Trading: An Optimal Selling Rule
@@ Property / cites work: Stock Trading: An Optimal Selling Rule / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5050093