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subject:"Finanzanalyse"
~person:"Baumann, Michael"
~subject:"Linear Feedback Trading"
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Finanzanalyse
Linear Feedback Trading
Anlageverhalten
3
Behavioural finance
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Financial analysis
3
Portfolio selection
3
Portfolio-Management
3
Theorie
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Theory
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2
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Asset Trading
1
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Control Theory
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Control-based Trading Strategies
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Control-based trading strategies
1
Demand Function
1
Efficient Market
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Efficient Market Hypothesis
1
Feedback-based Trading Rules
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Financial Bubble
1
Financial Crisis
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Finanzmarkt
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Geometric Brownian Motion (GBM)
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Joint Hypothesis Problem
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Merton's Jump Diffusion Model (MJDM)
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Baumann, Michael
Metghalchi, Massoud
9
Caporale, Guglielmo Maria
7
Gil-Alaña, Luis A.
6
Farboodi, Maryam
5
Hayes, Linda A.
5
Veldkamp, Laura
5
Hudson, Robert
4
Milionis, Alexandros E.
4
Bartram, Söhnke M.
3
Behr, Andreas
3
Campbell, John Y.
3
Devaraja, T. S.
3
Ge̜bka, Bartosz
3
Hajilee, Massomeh
3
Johnston, Rick
3
Kavajecz, Kenneth A.
3
Külpmann, Mathias
3
Ladley, Dan
3
Neely, Christopher J.
3
Odders-White, Elizabeth R.
3
Papanagiotou, Evangelia
3
Pätäri, Eero
3
Shane, Philip B.
3
Shiller, Robert J.
3
Shynkevich, Andrei
3
Teoh, Siew Hong
3
You, Haifeng
3
Alanazi, Ahmed S.
2
Alhashel, Bader S.
2
Almudhaf, Fahad W.
2
Anghel, Dan Gabriel
2
Callsen-Bracker, Hans-Markus
2
Choi, Youngmin
2
Cloninger, Peggy
2
Djuranovik, Leslie
2
Garanina, Tatiana
2
Garratt, Anthony
2
Gerritsen, Dirk F.
2
Gupta, Pradeep Kumar
2
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Decisions in economics and finance : a journal of applied mathematics
1
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ECONIS (ZBW)
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Beating the market? : a mathematical puzzle for market efficiency
Baumann, Michael
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 279-325
Persistent link: https://www.econbiz.de/10013380568
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2
Beating the market?
Baumann, Michael
-
2018
Persistent link: https://www.econbiz.de/10012183074
Saved in:
3
"Performance and effects of linear feedback stock trading strategies"
Baumann, Michael
-
2018
Persistent link: https://www.econbiz.de/10012153001
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