96 citations to 10.1080/14697680802563732 (Crossref Cited-By Service)
  1. Zuo Quan Xu, Fahuai Yi, “Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty”, Mathematics of OR, 45, no. 1, 2020, 384  crossref
  2. Albert Shiryaev, Zuoquan Xu, Xun Yu Zhou, “Response to comment on ‘Thou shalt buy and hold’”, Quantitative Finance, 8, no. 8, 2008, 761  crossref
  3. S. C. P. Yam, S. P. Yung, W. Zhou, “Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy”, Journal of Applied Probability, 46, no. 3, 2009, 651  crossref
  4. Eddie C. M. Hui, Ka Kwan Kevin Chan, “OPTIMAL TRADING STRATEGY DURING BULL AND BEAR MARKETS FOR HONG KONG-LISTED STOCKS”, International Journal of Strategic Property Management, 22, no. 5, 2018, 381  crossref
  5. Gilles-Edouard Espinosa, Nizar Touzi, “Detecting the Maximum of a Scalar Diffusion with Negative Drift”, SIAM J. Control Optim., 50, no. 5, 2012, 2543  crossref
  6. Erik Ekström, Carl Lindberg, “Optimal Closing of a Momentum Trade”, J. Appl. Probab., 50, no. 02, 2013, 374  crossref
  7. Albert Shiryaev, Alexander A. Novikov, “On a stochastic version of the trading rule “Buy and Hold””, Statistics & Decisions, 26, no. 4, 2009, 289  crossref
  8. William Fount Johnson, “When to Gamble in the Stock Market”, SSRN Journal, 2011  crossref
  9. Mihail Zervos, Timothy C. Johnson, Fares Alazemi, “BUY‐LOW AND SELL‐HIGH INVESTMENT STRATEGIES”, Mathematical Finance, 23, no. 3, 2013, 560  crossref
  10. Dmitry B. Rokhlin, “Minimax perfect stopping rules for selling an asset near its ultimate maximum”, Optim Lett, 11, no. 8, 2017, 1743  crossref
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