The Effect of Exit Strategy on Optimal Portfolio Selection with Birandom Returns

Other literature type, Article English OPEN
Guohua Cao; Dan Shan;
(2013)

The aims of this paper are to use a birandom variable to denote the stock return selected by some recurring technical patterns and to study the effect of exit strategy on optimal portfolio selection with birandom returns. Firstly, we propose a new method to estimate the... View more
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