An efficient algorithm for the optimal market timing over two stocks (Q1884653)
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scientific article; zbMATH DE number 2113806
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An efficient algorithm for the optimal market timing over two stocks |
scientific article; zbMATH DE number 2113806 |
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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0.7652011513710022
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0.7645347714424133
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0.7575390934944153
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0.7497360110282898
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0.7455129623413086
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