Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns (Q2784464)

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Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns
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    Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns (English)
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    23 April 2002
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    buy-and-hold trading problems
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    balanced strategy
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    dollar averaging strategy
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    online algorithms
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    competitive analysis
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    planning games
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    minimax theorem
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    linear programming
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    zero-sum two-person games
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