A note on constant proportion trading strategies
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Publication:635503
DOI10.1016/j.orl.2011.03.005zbMath1219.91058MaRDI QIDQ635503
Publication date: 19 August 2011
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2011.03.005
91G20: Derivative securities (option pricing, hedging, etc.)
91B26: Auctions, bargaining, bidding and selling, and other market models
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