A mathematical analysis of technical analysis
Matthew Lorig, Zhou Zhou & Bin Zou
| Year of publication: |
2019
|
|---|---|
| Authors: | Lorig, Matthew ; Zhou, Zhou ; Zou, Bin |
| Subject: | Long-term growth | continuous-time markov chain | moving average | optimal investment | ornstein-uhlenbeck process | partial information | simulation | utility maximization | Theorie | Theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Simulation | Finanzanalyse | Financial analysis | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2019.1588136 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210259