Optimal Trend Following Trading Rules (Q2806822)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Trend Following Trading Rules |
scientific article |
Statements
Optimal Trend Following Trading Rules (English)
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19 May 2016
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trend following trading rule
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bull-bear switching model
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partial information
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Hamilton-Jacobi-Bellman equations
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