Optimal selling time in stock market over a finite time horizon
DOI10.1007/S10255-012-0169-ZzbMATH Open1254.91730OpenAlexW2070171837MaRDI QIDQ692685FDOQ692685
Authors: S. P. Yung, Wei Zhou, Sheung Chi Phillip Yam 
Publication date: 6 December 2012
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-012-0169-z
Recommendations
Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50) Stopping times; optimal stopping problems; gambling theory (60G40) General equilibrium theory (91B50)
Cites Work
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Cited In (10)
- Optimal mean-variance selling strategies
- Optimal stock selling based on the global maximum
- OPTIMAL EXECUTION HORIZON
- OPTIMAL SELLING STRATEGY WITH A LARGE BLOCK OF STOCK
- Optimal time to sell a stock in the Black–Scholes model: comment on ‘Thou shalt buy and hold’, by A. Shiryaev, Z. Xu and X.Y. Zhou
- Examples of optimal prediction in the infinite horizon case
- Minimizing the Expected Market Time to Reach a Certain Wealth Level
- Selling a stock at the ultimate maximum
- Buying and selling an asset over the finite time horizon: a non-parametric approach
- Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy
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