Optimal stop-loss rules in markets with long-range dependence
Year of publication: |
2024
|
---|---|
Authors: | Xiang, Yun ; Deng, Shijie |
Subject: | Fractal markets | Fractional Brownian motion | Investments | Risk management | Stop-loss | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risikomanagement | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection |
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