Buy low and sell high

DOI10.1007/978-3-642-03479-4_16MaRDI QIDQ3000887zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cited in

(17)

• Optimal stopping for absolute maximum of homogeneous diffusion
• A wavelet strategy to buy low and sell high
• On a stochastic version of the trading rule “Buy and Hold”
• Buy-low and sell-high investment strategies
• Buy low, sell high
• Time-randomized stopping problems for a family of utility functions
• 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
• Buy low, sell high
• 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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