On the Probability of Stopping time of the Target Equity Allocation Management Strategy
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Published:
Jun 22, 2017
Keywords:
TEAM strategy Probability upper bound Laplace distribution
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Abstract
This research focuses on the probability of the target equity allocation management (TEAM) strategy which has been stopped at one time unit. We approximate the probability that the TEAM strategy will be stopped by considering its upper bound.
Article Details
How to Cite
1.
Ieosanurak W, Khotama S, Boonta S, Klongdee W. On the Probability of Stopping time of the Target Equity Allocation Management Strategy. Prog Appl Sci Tech. [Internet]. 2017 Jun. 22 [cited 2024 Apr. 30];7(1):99-104. Available from: https://ph02.tci-thaijo.org/index.php/past/article/view/243115
Section
Mathematics and Applied Statistics
References
Frank Gerth III. The TEAM Approach to Investing. Amer. Math. Monthly. 106 (1999): 553-558.
Robert A. Angnew, On the TEAM Approach to Investing. Amer. Math. Monthly. 109(2002): 188-190.