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

Gen-Huey Chen et al. (2001)

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DOI: 10.1137/S0097539799358847

access: closed

type: Journal Article

metadata version: 2017-05-27

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  - https://dblp.org/rec/journals/siamcomp/ChenKLW01
Gen-Huey Chen, Ming-Yang Kao, Yuh-Dauh Lyuu, Hsing-Kuo Wong:
Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns. SIAM J. Comput. 31(2): 447-459 (2001)

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