학술논문
OPTIMAL BUY-AND-HOLD STRATEGIES FOR FINANCIAL MARKETS WITH BOUNDED DAILY RETURNS.
Document Type
Article
Source
Subject
*ONLINE algorithms
*LINEAR programming
*
Language
ISSN
0097-5397
Abstract
Formulates an abstract online computing problem called a planning game and develops general tools for solving such a game. Use of the tools to investigate a practical buy-and-hold trading problem faced by long-term investors in stocks; Unique optimal static online algorithm for the problem.