Analysis of a Stepwise Investment Strategy based on Short-term Property of Individual Stocks

Geometric Brownian Motion;Memoryless Property;Stepwise Investment Strategy;Short-term Memory Property;510

자연과학대학 수리과학부 ;

University:서울대학교 대학원

关键词: Geometric Brownian Motion;    Memoryless Property;    Stepwise Investment Strategy;    Short-term Memory Property;    510;   

Others  :  http://s-space.snu.ac.kr/bitstream/10371/131488/1/000000021695.pdf

美国|英语

来源: Seoul National University Open Repository

【 摘 要 】

`Stepwise Investment Strategy;; based on `Short-term Memory;; property of individual stocks is devised and the validity of `Stepwise Investment Strategy;; is checked by applying it to individual stocks & Kospi200 index.