On Drawdown-Modulated Feedback Control in Stock Trading
© 2017 Control of drawdown, that is, the control of the drops in wealth over time from peaks to subsequent lows, is of great concern from a risk management perspective. With this motivation in mind, the focal point of this paper is to address the drawdown issue in a stock trading context. Although o...
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
2017
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| Online Access: | http://hdl.handle.net/20.500.11937/68430 |