Optimal buy-and-hold strategies for financial markets with bounded daily returns
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Publication:2819540
DOI10.1145/301250.301284zbMath1345.91010OpenAlexW2033567527MaRDI QIDQ2819540
Hsing-Kuo Wong, Gen-Huey Chen, Yuh-Dauh Lyuu, Ming-Yang Kao
Publication date: 29 September 2016
Published in: Proceedings of the thirty-first annual ACM symposium on Theory of Computing (Search for Journal in Brave)
Full work available at URL: http://ntur.lib.ntu.edu.tw//handle/246246/20060927122848648201
Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26) Randomized algorithms (68W20) Online algorithms; streaming algorithms (68W27)
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