Speculative trading, prospect theory and transaction costs (Q2111243): Difference between revisions

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+W2991462544
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+.10106
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+Optimal Trend Following Trading Rules
@@ Property / cites work: Optimal Trend Following Trading Rules / rank @@
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+Trend Following Trading under a Regime Switching Model
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+On the optimal stopping problem for one-dimensional diffusions.
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+Realization utility with adaptive reference points
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+Probability weighting, stop-loss and the disposition effect
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+Partial liquidation under reference-dependent preferences
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+Optimal consumption and investment under transaction costs*
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+A multi-asset investment and consumption problem with transaction costs
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+Prospect Theory: An Analysis of Decision under Risk
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+Realization Utility with Path-Dependent Reference Points
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+Prospect theory and liquidation decisions
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+OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT
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+Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs
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+The role of aspiration level in risky choice: A comparison of cumulative prospect theory and SP/A theory
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+Optimum consumption and portfolio rules in a continuous-time model
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+Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies
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+The Framing of Decisions and the Psychology of Choice
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+Advances in prospect theory: cumulative representation of uncertainty
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+Optimal stopping under probability distortion
@@ Property / cites work: Optimal stopping under probability distortion / rank @@
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+BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES
@@ Property / cites work: BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES / rank @@
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+Trading a mean-reverting asset: buy low and sell high
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+Publication:2111243