"Performance and effects of linear feedback stock trading strategies"

von Herrn Michael Heinrich Baumann, M.Sc. ; Betreuer: Lars Grüne

Year of publication:	[2018?]
Authors:	Baumann, Michael
Other Persons:	Grüne, Lars (degree supervisor)
Publisher:	Bayreuth
Subject:	Asset Trading \| Chartists \| Control Theory \| Demand Function \| Efficient Market \| Hypothesis \| Feedback-based Trading Rules \| Financial Bubble \| Financial Crisis \| Fubini \| Fundamentalists \| Geometric Brownian Motion (GBM) \| Heterogeneous Agent Model (HAM) \| Hypothesis of Efficient Markets \| Itô Integral \| Joint Hypothesis Problem \| Linear Feedback Trading \| Market Efficiency \| Market Maker Model \| Merton's Jump Diffusion Model (MJDM) \| Momentum Strategies \| Product Integral \| Risk \| Robust Positive Expectation Property \| Simultaneously Long Short Trading (SLS) \| Stochastic Analysis \| Stochastic Differential Equation (SDE);Stochastic Fubini-type Theorem \| Stochastic Integral \| Stock Trading \| Technical Analysis \| Technical Trading \| Trading Strategies \| Wald's Lemma \| Effizienzmarkthypothese \| Efficient market hypothesis \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Anlageverhalten \| Behavioural finance \| Wertpapierhandel \| Securities trading \| Portfolio-Management \| Portfolio selection \| Finanzanalyse \| Financial analysis

Extent:	1 Online-Ressource (circa 160 Seiten) Illustrationen
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Hochschulschrift ; Graue Literatur ; Non-commercial literature
Language:	English
Thesis:	Dissertation, Universität Bayreuth, 2018
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012153001