When to sell an asset amid anxiety about drawdowns (Q5855962)
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scientific article; zbMATH DE number 7326789
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | When to sell an asset amid anxiety about drawdowns |
scientific article; zbMATH DE number 7326789 |
Statements
When to sell an asset amid anxiety about drawdowns (English)
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23 March 2021
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drawdown
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Lévy process
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omega clock
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optimal stopping
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random discount rate
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stop-loss orders
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trailing stops
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0.7203710675239563
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0.7106100916862488
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0.7044841051101685
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0.694294810295105
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0.690556526184082
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