FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2765131287> ?p ?o ?g. }

• W2765131287 abstract "In this paper, we investigate trading strategies based on exponential moving averages (ExpMAs) of an underlying risky asset. We study both logarithmic utility maximization and long-term growth rate maximization problems and find closed-form solutions when the drift of the underlying is modeled by either an Ornstein-Uhlenbeck process or a two-state continuous-time Markov chain. For the case of an Ornstein-Uhlenbeck drift, we carry out several Monte Carlo experiments in order to investigate how the performance of optimal ExpMA strategies is affected by variations in model parameters and by transaction costs." @default.
• W2765131287 created "2017-11-10" @default.
• W2765131287 creator A5015029242 @default.
• W2765131287 creator A5026624461 @default.
• W2765131287 creator A5029466911 @default.
• W2765131287 date "2017-10-25" @default.
• W2765131287 modified "2023-09-28" @default.
• W2765131287 title "A Mathematical Analysis of Technical Analysis" @default.
• W2765131287 cites W1963901383 @default.
• W2765131287 cites W1964394504 @default.
• W2765131287 cites W1968505301 @default.
• W2765131287 cites W1970973540 @default.
• W2765131287 cites W1983973130 @default.
• W2765131287 cites W1984697146 @default.
• W2765131287 cites W1989275788 @default.
• W2765131287 cites W1996175061 @default.
• W2765131287 cites W2005158847 @default.
• W2765131287 cites W2041462006 @default.
• W2765131287 cites W2059402723 @default.
• W2765131287 cites W2070173176 @default.
• W2765131287 cites W2080887613 @default.
• W2765131287 cites W2090220594 @default.
• W2765131287 cites W2097206578 @default.
• W2765131287 cites W2099264463 @default.
• W2765131287 cites W2101544483 @default.
• W2765131287 cites W2105729857 @default.
• W2765131287 cites W2161855990 @default.
• W2765131287 cites W3121251852 @default.
• W2765131287 cites W3122982827 @default.
• W2765131287 cites W3123102296 @default.
• W2765131287 cites W3124293414 @default.
• W2765131287 cites W3124405065 @default.
• W2765131287 cites W3125981747 @default.
• W2765131287 cites W3126146079 @default.
• W2765131287 cites W3151910759 @default.
• W2765131287 cites W365712982 @default.
• W2765131287 cites W579623069 @default.
• W2765131287 cites W641468802 @default.
• W2765131287 cites W1930083487 @default.
• W2765131287 doi "https://doi.org/10.48550/arxiv.1710.09476" @default.
• W2765131287 hasPublicationYear "2017" @default.
• W2765131287 type Work @default.
• W2765131287 sameAs 2765131287 @default.
• W2765131287 citedByCount "0" @default.
• W2765131287 crossrefType "posted-content" @default.
• W2765131287 hasAuthorship W2765131287A5015029242 @default.
• W2765131287 hasAuthorship W2765131287A5026624461 @default.
• W2765131287 hasAuthorship W2765131287A5029466911 @default.
• W2765131287 hasBestOaLocation W27651312871 @default.
• W2765131287 hasConcept C10138342 @default.
• W2765131287 hasConcept C105795698 @default.
• W2765131287 hasConcept C106159729 @default.
• W2765131287 hasConcept C106306483 @default.
• W2765131287 hasConcept C117245426 @default.
• W2765131287 hasConcept C119857082 @default.
• W2765131287 hasConcept C126255220 @default.
• W2765131287 hasConcept C134306372 @default.
• W2765131287 hasConcept C149782125 @default.
• W2765131287 hasConcept C151376022 @default.
• W2765131287 hasConcept C159886148 @default.
• W2765131287 hasConcept C162324750 @default.
• W2765131287 hasConcept C175444787 @default.
• W2765131287 hasConcept C2776299755 @default.
• W2765131287 hasConcept C2776330181 @default.
• W2765131287 hasConcept C31634936 @default.
• W2765131287 hasConcept C33923547 @default.
• W2765131287 hasConcept C38652104 @default.
• W2765131287 hasConcept C39927690 @default.
• W2765131287 hasConcept C41008148 @default.
• W2765131287 hasConcept C76178495 @default.
• W2765131287 hasConcept C8272713 @default.
• W2765131287 hasConcept C98763669 @default.
• W2765131287 hasConcept C98965940 @default.
• W2765131287 hasConceptScore W2765131287C10138342 @default.
• W2765131287 hasConceptScore W2765131287C105795698 @default.
• W2765131287 hasConceptScore W2765131287C106159729 @default.
• W2765131287 hasConceptScore W2765131287C106306483 @default.
• W2765131287 hasConceptScore W2765131287C117245426 @default.
• W2765131287 hasConceptScore W2765131287C119857082 @default.
• W2765131287 hasConceptScore W2765131287C126255220 @default.
• W2765131287 hasConceptScore W2765131287C134306372 @default.
• W2765131287 hasConceptScore W2765131287C149782125 @default.
• W2765131287 hasConceptScore W2765131287C151376022 @default.
• W2765131287 hasConceptScore W2765131287C159886148 @default.
• W2765131287 hasConceptScore W2765131287C162324750 @default.
• W2765131287 hasConceptScore W2765131287C175444787 @default.
• W2765131287 hasConceptScore W2765131287C2776299755 @default.
• W2765131287 hasConceptScore W2765131287C2776330181 @default.
• W2765131287 hasConceptScore W2765131287C31634936 @default.
• W2765131287 hasConceptScore W2765131287C33923547 @default.
• W2765131287 hasConceptScore W2765131287C38652104 @default.
• W2765131287 hasConceptScore W2765131287C39927690 @default.
• W2765131287 hasConceptScore W2765131287C41008148 @default.
• W2765131287 hasConceptScore W2765131287C76178495 @default.
• W2765131287 hasConceptScore W2765131287C8272713 @default.
• W2765131287 hasConceptScore W2765131287C98763669 @default.
• W2765131287 hasConceptScore W2765131287C98965940 @default.
• W2765131287 hasLocation W27651312871 @default.
• W2765131287 hasOpenAccess W2765131287 @default.
• W2765131287 hasPrimaryLocation W27651312871 @default.

• next