A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk (Q3067847): Difference between revisions

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+Selling a stock at the ultimate maximum
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+Normal rank
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+Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum
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+The secretary problem for a random walk
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+Optimal prediction of the ultimate maximum of Brownian motion
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+Thou shalt buy and hold
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+Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy
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