TO SELL OR NOT TO SELL? BEHAVIOR OF SHAREHOLDERS DURING PRICE COLLAPSES
نویسندگان
چکیده
منابع مشابه
Whether to Sell or Hold a Stock
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.
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ژورنال
عنوان ژورنال: International Journal of Modern Physics C
سال: 2001
ISSN: 0129-1831,1793-6586
DOI: 10.1142/s0129183101001390