Optimal closing-price strategy : peculiarities and practicalities
Yu Hang (Gabriel) Kan and Sanghyun Park
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Kan, Yu Hang ; Park, Sanghyun |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 6.2016, 1, p. 69-85
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| Subject: | optimal trading strategy | closing price | efficient frontier | mean-variance optimization | market impact | risk aversion | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Börsenkurs | Share price | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2016.079 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011668124