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Applied Mathematical Finance Volume 30, 2023 - Issue 5
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Research Article

Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints

Alejandro Balbása Department of Business Administration, University Carlos III of Madrid, Getafe, Madrid, SpainCorrespondence[email protected]
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,
Beatriz Balbásb Department of Economics and Business Administration, University of Alcalá, Alcalá de Henares, Madrid, SpainView further author information
&
Raquel Balbásc Department of Financial and Actuarial Economics and Statistics, University Complutense of Madrid, Pozuelo de Alarcón, Madrid, SpainView further author information
Pages 231-248 | Received 18 Nov 2022, Accepted 13 Feb 2024, Published online: 25 Feb 2024

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