An efficient algorithm for the optimal market timing over two stocks (Q1884653): Difference between revisions
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| Property / author: Hong-Zhi An / rank | |||
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| Property / author: Guo Fu Wu / rank | |||
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| Property / author: Guo Fu Wu / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/s10255-004-0180-0 / rank | |||
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Latest revision as of 21:19, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient algorithm for the optimal market timing over two stocks |
scientific article |
Statements
An efficient algorithm for the optimal market timing over two stocks (English)
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5 November 2004
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optimal trading strategy
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investment return
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largest change
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sufficient statistics
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transaction cost
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