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Optimal stop-loss rules in markets with long-range dependence
Quantitative Finance ( IF 1.3 ) Pub Date : 2024-02-13 , DOI: 10.1080/14697688.2024.2306830
Yun Xiang 1 , Shijie Deng 2
Affiliation  

Stop-loss is a common risk management tool for limiting risks and improving trading strategy performance. The effectiveness of stop-loss depends critically on asset price characteristics. This stud...

中文翻译:

具有长期依赖性的市场中的最优止损规则

止损是一种常见的风险管理工具,用于限制风险和提高交易策略绩效。止损的有效性关键取决于资产价格特征。这个螺柱...
更新日期:2024-02-13
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