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~person:"Dai, Min"
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Bull-bear switching market
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Hamilton-Jacobi-Bellman equations
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Dai, Min
Zhou, Yang
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Journal of economic dynamics & control
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Mathematics of operations research
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ECONIS (ZBW)
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Leverage management in a bull-bear switching market
Dai, Min
;
Wang, Hefei
;
Yang, Zhou
- In:
Journal of economic dynamics & control
36
(
2012
)
10
,
pp. 1585-1599
Persistent link: https://www.econbiz.de/10009701969
Saved in:
2
Optimal trend following trading rules
Dai, Min
;
Yang, Zhou
;
Zhang, Qing
;
Zhu, Qiji Jim
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 626-642
Persistent link: https://www.econbiz.de/10011520506
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