The following pages link to Thou shalt buy and hold (Q3605237):
Displayed 36 items.
- Optimal stopping for absolute maximum of homogeneous diffusion (Q255762) (← links)
- On predicting the maximum of a semimartingale and the optimal moment to sell a stock (Q500285) (← links)
- Optimal selling time in stock market over a finite time horizon (Q692685) (← links)
- Degeneracy condition for the optimal moment in the optimal stopping problem for a new functional of a symmetric random walk and its maximum (Q891133) (← links)
- Minimax perfect stopping rules for selling an asset near its ultimate maximum (Q1686562) (← links)
- Optimal stopping under probability distortion (Q1948688) (← links)
- Degeneracy condition for the optimal moment in the optimal stop problem for a functional of a skewed down random walk and its maximum (Q2018030) (← links)
- Optimal stopping time of a portfolio selection problem with multi-assets (Q2033993) (← links)
- Risk management for crude oil futures: an optimal stopping-timing approach (Q2150832) (← links)
- Increasing risk: dynamic mean-preserving spreads (Q2304207) (← links)
- Markets with random lifetimes and private values: mean reversion and option to trade (Q2343114) (← links)
- Selling a stock at the ultimate maximum (Q2389600) (← links)
- Optimal investment with stopping in finite horizon (Q2405721) (← links)
- A stochastic control problem and related free boundaries in finance (Q2411028) (← links)
- Optimal stopping investment with non-smooth utility over an infinite time horizon (Q2423273) (← links)
- Optimal Trend Following Trading Rules (Q2806822) (← links)
- Time-Randomized Stopping Problems for a Family of Utility Functions (Q2810982) (← links)
- BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
- SELLING AT THE ULTIMATE MAXIMUM IN A REGIME-SWITCHING MODEL (Q2986670) (← links)
- A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk (Q3067847) (← links)
- Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’ (Q3165496) (← links)
- Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy (Q3182424) (← links)
- Momentum liquidation under partial information (Q3188565) (← links)
- OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT (Q3195493) (← links)
- Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs (Q3458137) (← links)
- 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 (Q3605235) (← links)
- Response to comment on ‘Thou shalt buy and hold’ (Q3605236) (← links)
- Dynamic mode decomposition for financial trading strategies (Q4554232) (← links)
- Buy-and-hold mean-variance portfolios with a random exit strategy (Q4554501) (← links)
- OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE (Q4906544) (← links)
- Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (Q5242231) (← links)
- A computational definition of financial randomness (Q5245347) (← links)
- Optimal Closing of a Momentum Trade (Q5299563) (← links)
- How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost (Q6048447) (← links)