Optimality of myopic strategies for multi-stock discrete time market with management costs.

Nikolai Dokuchaev

Published 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