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

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+Trend Following Trading under a Regime Switching Model
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+Portfolio Selection with Transaction Costs
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+Pairs trading
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+Optimal time to invest when the price processes are geometric Brownian motions
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+Pairs trading: an optimal selling rule
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+Q4346705
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+Pairs-trading under geometric Brownian motions: an optimal strategy with cutting losses
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+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
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+An optimal strategy for pairs trading under geometric Brownian motions
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+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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+Stock Trading: An Optimal Selling Rule
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