Thou shalt buy and hold
From MaRDI portal
Publication:3605237
DOI10.1080/14697680802563732zbMath1154.91478MaRDI QIDQ3605237
Albert N. Shiryaev, Zuo Quan Xu, Xun Yu Zhou
Publication date: 23 February 2009
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680802563732
60G40: Stopping times; optimal stopping problems; gambling theory
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Cites Work
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- Continuous-time mean-variance efficiency: the 80\% rule
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- Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum
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