Money Management — Time Dependent Case

Don K. Mak
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Don K. Mak: Federal Government Research Laboratories, Canada

Chapter 13 in Mathematical Techniques in Financial Market Trading, 2006, pp 187-208 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Basic Probability TheoryExperiment and the Sample SpaceEventsIndependent EventsTrailing Stop-LossProbability and Expected ValueTotal Probability and Total Expected ValueAverage TimeTotal Expected Value/Average TimeFixed Stop-LossProbability and Expected ValueTotal Probability and Total Expected ValueAverage TimeTotal Expected Value/Average Time

Keywords: Spectrum Analysis; Money Management Techniques; Trading Methodologies; Econophysics; Mathematical Modeling (search for similar items in EconPapers)
Date: 2006
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