A simple computational model for analyzing the properties of stop-loss, take-profit, and price breakout trading strategies
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Publication:2565768
DOI10.1016/j.cor.2004.06.001zbMath1115.91315OpenAlexW2084449473MaRDI QIDQ2565768
Zhe George Zhang, Art Warburton
Publication date: 28 September 2005
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2004.06.001
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- On the inefficiency of bang-bang and stop-loss portfolio strategies
- On stop-loss strategies for stock investments.
- Stock Trading: An Optimal Selling Rule
- Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility
- Trading Securities Using Trailing Stops
- Option pricing: A simplified approach
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