Generalization of affine feedback stock trading results to include stop-loss orders (Q2063816): Difference between revisions

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+On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller
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+An Affine Control Method for Optimal Dynamic Asset Allocation with Transaction Costs
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+Q5413230
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+Probability and Random Processes for Electrical and Computer Engineers
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+A Generalization of Simultaneous Long–Short Stock Trading to PI Controllers
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+Stop-loss order for portfolios of dependent risks
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+An optimal strategy for pairs trading under geometric Brownian motions
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+Stock Trading: An Optimal Selling Rule
@@ Property / cites work: Stock Trading: An Optimal Selling Rule / rank @@
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