When to sell an asset amid anxiety about drawdowns (Q5855962)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: When to sell an asset amid anxiety about drawdowns |
scientific article; zbMATH DE number 7326789
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
23 March 2021
0 references
drawdown
0 references
Lévy process
0 references
omega clock
0 references
optimal stopping
0 references
random discount rate
0 references
stop-loss orders
0 references
trailing stops
0 references
0.7203710675239563
0 references
0.7106100916862488
0 references
0.7044841051101685
0 references
0.694294810295105
0 references
0.690556526184082
0 references
