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The Issue of Insider Trading in Law and Economics: Lessons for Emerging Financial Markets in the World

โœ Scribed by E. Mine Cinar

Book ID
110230408
Publisher
Springer
Year
1999
Tongue
English
Weight
69 KB
Volume
19
Category
Article
ISSN
0167-4544

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In this paper we show that optimal trading results can be achieved if we can forecast a key summary statistic of future prices. Consider the following optimization problem. Let the return r i (over time i 1, 2, . . . , n) for the ith day be given and the investor has to make investment decision d i