Profitable technical trading rules as a source of price instability

DOI10.1088/1469-7688/3/3/308zbMath1405.91618OpenAlexW2143353887MaRDI QIDQ4647265

David Goldbaum

Publication date: 14 January 2019

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

Full work available at URL: https://doi.org/10.1088/1469-7688/3/3/308

zbMATH Keywords

technical trading rulessecurity price instability

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

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Cites Work

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• HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER

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