Spectral risk measure of holding stocks in the long run.

Zsolt Bihary Péter Csóka Dávid Zoltán Szabó

Published in: Ann. Oper. Res. (2020)

Keyphrases

long run
short run
infinite horizon
expected cost
stock market
average cost
optimal policy
stock price
queueing networks
control policy
heavy traffic
stock exchange
machine learning
special case
finite horizon
dow jones