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Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns
Chen, Gen-Huey, Kao, Ming-Yang, Lyuu, Yuh-Dauh, Wong, Hsing-KuoVolume:
31
Language:
english
Journal:
SIAM Journal on Computing
DOI:
10.1137/s0097539799358847
Date:
January, 2001
File:
PDF, 180 KB
english, 2001