Optimal trading strategy during bull and bear markets for Hong Kong-listed stocks
Year of publication: |
2018
|
---|---|
Authors: | Hui, Eddie C. M. ; Chan, Ka Kwan Kevin |
Published in: |
International journal of strategic property management. - Vilnius : Univ., ISSN 1648-715X, ZDB-ID 2221300-4. - Vol. 22.2018, 5, p. 381-402
|
Subject: | trading strategy | Shiryaev-Zhou index | "buy-and-hold" | moving-window size | optimal | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Hongkong | Hong Kong | Börsenkurs | Share price | Theorie | Theory |
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