Whether to sell or hold a stock
Rishel, Raymond
Commun. Inf. Syst., Tome 6 (2006) no. 1, p. 193-202 / Harvested from Project Euclid
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For a simple model of a stock, whose stock price is a geometric Brownian motion in which the drift rate changes back and forth between positive and negative values, optimal selling times are computed. An infinite optimal selling time meaning you should just hold the stock.
Publié le : 2006-05-14
Classification:  stock selling times,  optimal stopping,  buy and hold,  variational inequalities 
@article{1183728985,
     author = {Rishel, Raymond},
     title = {Whether to sell or hold a stock},
     journal = {Commun. Inf. Syst.},
     volume = {6},
     number = {1},
     year = {2006},
     pages = { 193-202},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1183728985}
}

Rishel, Raymond. Whether to sell or hold a stock. Commun. Inf. Syst., Tome 6 (2006) no. 1, pp.  193-202. http://gdmltest.u-ga.fr/item/1183728985/