On the inefficiency of bang-bang and stop-loss portfolio strategies (Q1367845)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the inefficiency of bang-bang and stop-loss portfolio strategies |
scientific article |
Statements
On the inefficiency of bang-bang and stop-loss portfolio strategies (English)
0 references
4 December 1997
0 references
portfolio management
0 references
stop-loss
0 references
order of risk aversion
0 references
martingale
0 references
