Whether to sell or hold a stock

Raymond Rishel

doi:cis/1183728985

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Home > Journals > Commun. Inf. Syst. > Volume 6 > Issue 3 > Article

2006 Whether to sell or hold a stock

Raymond Rishel

Commun. Inf. Syst. 6(3): 193-202 (2006).

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Abstract

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.