A Limit Theorem for Financial Markets with Inert Investors.

Erhan Bayraktar Ulrich Horst Ronnie Sircar

Published in: Math. Oper. Res. (2006)

Keyphrases

financial markets
stock market
stock price
portfolio selection
market data
risk management
agent based modeling
portfolio theory
stock returns
technical indicators
investment strategies
global economy
trading systems
trading rules
non stationary
long term
machine learning