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Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns.

Gen-Huey ChenMing-Yang KaoYuh-Dauh LyuuHsing-Kuo Wong
Published in: SIAM J. Comput. (2001)
Keyphrases
  • financial markets
  • investment strategies
  • stock market
  • optimal strategy
  • dynamic programming
  • portfolio selection
  • trading strategies
  • risk management
  • market data
  • long term
  • stock price