Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns
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Publication:2784464
DOI10.1137/S0097539799358847zbMath1160.91349MaRDI QIDQ2784464
Yuh-Dauh Lyuu, Gen-Huey Chen, Hsing-Kuo Wong, Ming-Yang Kao
Publication date: 23 April 2002
Published in: SIAM Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0097539799358847
linear programming; competitive analysis; online algorithms; minimax theorem; zero-sum two-person games; balanced strategy; buy-and-hold trading problems; dollar averaging strategy; planning games
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