Thou shalt buy and hold
暂无分享,去创建一个
[1] Brad M. Barber,et al. Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors , 2000 .
[2] Xun Yu Zhou,et al. Continuous-time mean-variance efficiency: the 80% rule , 2006 .
[3] S. Shreve,et al. Methods of Mathematical Finance , 2010 .
[4] P. Moerbeke. On optimal stopping and free boundary problems , 1973, Advances in Applied Probability.
[5] Albert N. Shiryaev,et al. Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum , 2001 .
[6] P. Samuelson. LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING , 1969 .
[7] X. Zhou,et al. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework , 2000 .
[8] Mark H. A. Davis,et al. European option pricing with transaction costs , 1993 .
[9] Hong Liu,et al. Optimal Portfolio Selection with Transaction Costs and Finite Horizons , 2002 .
[10] R. C. Merton,et al. Optimum Consumption and Portfolio Rules in a Continuous-Time Model* , 1975 .
[11] Hanqing Jin,et al. BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME , 2007, 0709.2830.
[12] Alʹbert Nikolaevich Shiri︠a︡ev,et al. Optimal stopping rules , 1977 .
[13] Albert N. Shiryaev,et al. Quickest Detection Problems in the Technical Analysis of the Financial Data , 2002 .
[14] H. R. Richardson. A Minimum Variance Result in Continuous Trading Portfolio Optimization , 1989 .
[15] Wang Wei-xing. Continuous-time Mean-variance Portfolio Selection , 2010 .
[16] R. Mehra,et al. THE EQUITY PREMIUM A Puzzle , 1985 .