On the inefficiency of bang-bang and stop-loss portfolio strategies

From MaRDI portal

Publication:1367845

Jump to:navigation, search

DOI10.1023/A:1007725428360zbMath0886.90028MaRDI QIDQ1367845

Christian Gollier

Publication date: 4 December 1997

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

zbMATH Keywords

martingale portfolio management stop-loss order of risk aversion

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (2)

A theoretical investigation of randomized asset allocation strategies ⋮ A simple computational model for analyzing the properties of stop-loss, take-profit, and price breakout trading strategies

This page was built for publication: On the inefficiency of bang-bang and stop-loss portfolio strategies

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1367845&oldid=13507221"

Pages with script errors