A slippage problem for normal distributions is formulated as a multiple decision problem, and a solution is obtained which has certain optimum properties. The discussion is confined to the fixed ...

Kristina Zucchi is an investment analyst and financial writer with 15+ years of experience managing portfolios and conducting equity research. Gordon Scott has been an active investor and technical ...

This column is the fourth in a series on parameter estimation, leading up to the justly famous Kalman filter. The discipline is based on the fact that our knowledge of the state of any real-world ...

Andrew Bloomenthal has 20+ years of editorial experience as a financial journalist and as a financial services marketing writer. Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced ...