Optimal investment policies and oscilators of stockmarket technical analysis : Application in the impact of the war in Yugoslavia to the Greek stockmarket
Part of : Αρχείον οικονομικής ιστορίας ; Vol.XI, No.1-2, 2000, pages 197-221
Issue:
Pages:
197-221
Author:
Abstract:
In this paper we analyze some price oscillators of Stockmarket technical analysis as linear digital convolution filters. We review some of the theoretical published research on optimal trading policies in stockmarkets and we give an application of this approach in the impact of the war in Yugoslavia to the Greek Stockmarket.
Subject:
Subject (LC):
Keywords:
Portfolio Selection, technical analysis, stochastic optimal control, digital linear filters, time series
