"A drawdown formula for stock trading via linear feedback in a market ..."

Shirzad Malekpour, B. Ross Barmish (2013)

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DOI: 10.23919/ECC.2013.6669705

access: closed

type: Conference or Workshop Paper

metadata version: 2021-08-09

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Shirzad Malekpour, B. Ross Barmish:
A drawdown formula for stock trading via linear feedback in a market governed by Brownian Motion. ECC 2013: 87-92

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