OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT (Q3195493): Difference between revisions

@@ Property / author @@
-Gilles-Edouard Espinosa
@@ Property / author: Gilles-Edouard Espinosa / rank @@
-Normal rank
@@ Property / author @@
+Gilles-Edouard Espinosa
@@ Property / author: Gilles-Edouard Espinosa / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+https://doi.org/10.1111/mafi.12036
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+W2149792528
@@ Property / OpenAlex ID: W2149792528 / rank @@
+Normal rank
@@ Property / cites work @@
+Buy Low and Sell High
@@ Property / cites work: Buy Low and Sell High / rank @@
+Normal rank
@@ Property / cites work @@
+The trap of complacency in predicting the maximum
@@ Property / cites work: The trap of complacency in predicting the maximum / rank @@
+Normal rank
@@ Property / cites work @@
+Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift
+Normal rank
@@ Property / cites work @@
+Selling a stock at the ultimate maximum
@@ Property / cites work: Selling a stock at the ultimate maximum / rank @@
+Normal rank
@@ Property / cites work @@
+Detecting the Maximum of a Scalar Diffusion with Negative Drift
+Normal rank
@@ Property / cites work @@
+Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum
+Normal rank
@@ Property / cites work @@
+Optimal stopping of the maximum process: a converse to the results of Peskir
+Normal rank
@@ Property / cites work @@
+Optimal stopping of the maximum process: The maximality principle
+Normal rank
@@ Property / cites work @@
+Thou shalt buy and hold
@@ Property / cites work: Thou shalt buy and hold / rank @@
+Normal rank
@@ Property / cites work @@
+On a Property of the Moment at Which Brownian Motion Attains Its Maximum and Some Optimal Stopping Problems
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@@ links / mardi / name / links / mardi / name @@
+Publication:3195493