Optimal stopping for portfolio management
This thesis is concerned with the modelling and algorithmic development of a Stopping Rule Problem (SRP) in the area of Portfolio Management. More specifically, the objective is to provide an exit strategy for an invested portfolio containing one or more assets. The exit strategy aims to protect gai...
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Imperial College London
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.686263 |