An efficient algorithm for the optimal market timing over two stocks (Q1884653)
From MaRDI portal
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)
0 references
5 November 2004
0 references
optimal trading strategy
0 references
investment return
0 references
largest change
0 references
sufficient statistics
0 references
transaction cost
0 references
