scientific article; zbMATH DE number 1788288

MaRDI QIDQ4550533zbMATH OpenFDO

Authors Vincent Šoltés

Publication date 25 August 2002

zbMATH Keywords

optimal algorithm for investmentstrategies

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Recommendations

• Optimal allocation of trend following strategies
• Two methods for optimal investment with trading strategies of finite variation
• OPTIMAL INVESTMENT STRATEGY VIA INTERVAL ARITHMETIC
• Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations
• An investment optimization algorithm for option pricing
• Optimal investment strategies in a CIR framework
• OPTIMAL MULTIPLE PAIRS TRADING STRATEGYUSING DERIVATIVE FREE OPTIMIZATIONUNDER ACTUAL INVESTMENT MANAGEMENT CONDITIONS
• The structure of optimal investment strategy on the futures market

Cited in

(1)

• Covered call writing and framing: a cumulative prospect theory approach

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4550533)