The trader's problem
DOI10.1080/15326349908807136zbMATH Open0722.90004OpenAlexW1979877969WikidataQ126241534 ScholiaQ126241534MaRDI QIDQ3210322FDOQ3210322
Authors: Joseph V. Mandarino 
Publication date: 1990
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349908807136
Recommendations
Applications of statistics to economics (62P20) Filtering in stochastic control theory (93E11) Auctions, bargaining, bidding and selling, and other market models (91B26) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)
Cited In (15)
- Learning the optimal trading strategy
- A wavelet strategy to buy low and sell high
- Some trading strategies on the securities market
- Beating the market? A mathematical puzzle for market efficiency
- Rogue traders
- Optimal trading strategies -- a time series approach
- On evaluation of strategies of a return process
- Another explanation for the bias observed in the filter rule test
- Automatic one two three
- A mathematical approach to fractional trading: using the terminal wealth relative with discrete and continuous distributions
- Forecasting trends with asset prices
- A probabilistic analysis of the trading the line strategy
- A modified trading model with an application to the German DAX index
- Learning Theory
- Simultaneously long short trading in discrete and continuous time
This page was built for publication: The trader's problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3210322)
