Switching between a pair of stocks: An optimal trading rule
Work
Year: 2018
Type: article
Abstract: This paper is about a stock trading rule involving two stocks. The trader may have a long position in either stock or in cash. She may also switch between them any time. Her objective is to trade over... more
Authors Jingzhi Tie, Qing Zhang
Cites: 7
Cited by:
Related to: 10
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Citation percentile (by year/subfield):
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: gold