Buy low and sell high

DOI10.1007/978-3-642-03479-4_16zbMATH Open1217.91167OpenAlexW1569819688MaRDI QIDQ3000887FDOQ3000887

Authors: Min Dai, Hanqing Jin, Yifei Zhong, Xun Yu Zhou 

Publication date: 31 May 2011

Published in: Contemporary Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-03479-4_16

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Mathematics Subject Classification ID

Portfolio theory (91G10) Financial applications of other theories (91G80)

Cited In (17)

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• A wavelet strategy to buy low and sell high
• On a stochastic version of the trading rule “Buy and Hold”
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• Optimal redeeming strategy of stock loans under drift uncertainty
• Optimal trend following trading rules
• Optimal investment in markets with over and under-reaction to information
• Stock repurchase with an adaptive reservation price: a study of the greedy policy
• Thou shalt buy and hold
• Minimax perfect stopping rules for selling an asset near its ultimate maximum
• On predicting the maximum of a semimartingale and the optimal moment to sell a stock
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• A Stochastic Approximation Approach for Trend-Following Trading
• Optimal selling rules for monetary invariant criteria: tracking the maximum of a portfolio with negative drift
• Buy Low, Sell High: A High Frequency Trading Perspective

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