Optimality of myopic strategies for multi-stock discrete time market with management costs.
Nikolai DokuchaevPublished in: Eur. J. Oper. Res. (2010)
Keyphrases
- stock price
- stock market
- decision making
- stock data
- trading strategies
- chinese stock market
- market share
- information systems
- management system
- convertible bonds
- average cost
- financial markets
- data management
- optimal solution
- infinite horizon
- optimal strategy
- trading systems
- stock exchange
- trading agents
- knowledge management
- expected cost
- total cost
- non stationary
- budget constraints
- information goods