On Drawdown-Modulated Feedback Control in Stock Trading

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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...

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Bibliographic Details
Main Authors:	Hsieh, C., Barmish, Bobby
Format:	Journal Article
Published:	2017
Online Access:	http://hdl.handle.net/20.500.11937/68430

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