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Momentum liquidation under partial information
- Part of
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- Journal:
- Journal of Applied Probability / Volume 53 / Issue 2 / June 2016
- Published online by Cambridge University Press:
- 21 June 2016, pp. 341-359
- Print publication:
- June 2016
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Optimal Closing of a Momentum Trade
- Part of
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- Journal:
- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 374-387
- Print publication:
- June 2013
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- Article
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