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Search: subject:"Feedback-based Trading Rules"
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Asset Trading
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Behavioural finance
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Control Theory
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Demand Function
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Efficient Market
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Efficient market hypothesis
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Feedback-based Trading Rules
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Itô Integral
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Joint Hypothesis Problem
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Linear Feedback Trading
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Market Efficiency
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Merton's Jump Diffusion Model (MJDM)
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Momentum Strategies
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Product Integral
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Robust Positive Expectation Property
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Securities trading
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Simultaneously Long Short Trading (SLS)
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Stochastic Analysis
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Stochastic Differential Equation (SDE);Stochastic Fubini-type Theorem
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Stochastic Integral
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Baumann, Michael
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Grüne, Lars
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"Performance and effects of linear feedback stock trading strategies"
Baumann, Michael
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2018
Persistent link: https://www.econbiz.de/10012153001
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