Optimal stop-loss rules in markets with long-range dependence
Yun Xiang and Shijie Deng
| Year of publication: |
2024
|
|---|---|
| Authors: | Xiang, Yun ; Deng, Shijie |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 24.2024, 2, p. 253-263
|
| Subject: | Fractal markets | Fractional Brownian motion | Investments | Risk management | Stop-loss | Stochastischer Prozess | Stochastic process | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomanagement |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2024.2306830 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014551974