Optimal filter rules for selling stocks in the emerging stock markets
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DOI: 10.1007/s10479-021-04381-w
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Other versions of this item:
- Sabri Boubaker & Xuyuan Han & Zhenya Liu & Yaosong Zhan, 2023. "Optimal filter rules for selling stocks in the emerging stock markets," Annals of Operations Research, Springer, vol. 330(1), pages 211-242, November.
References listed on IDEAS
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Cited by:
- Zhenya Liu & Yuhao Mu, 2022. "Optimal Stopping Methods for Investment Decisions: A Literature Review," IJFS, MDPI, vol. 10(4), pages 1-23, October.
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More about this item
Keywords
Finance; Filter rule; Optimal stopping; Emerging stock markets;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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