Optimal buy-and-hold strategies for financial markets with bounded daily returns

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Optimal buy-and-hold strategies for financial markets with bounded daily returns

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Annual ACM Symposium on Theory of Computing archive
Proceedings of the thirty-first annual ACM symposium on Theory of computing table of contents

Atlanta, Georgia, United States

Pages: 119 - 128

Year of Publication: 1999

ISBN:1-58113-067-8

Authors

Gen-Huey Chen	Dept. of Computer Science and Information Engineering, National Taiwan University
Ming-Yang Kao	Dept. of Computer Science, Yale University
Yuh-Dauh Lyuu	Dept. of Computer Science and Information Engineering, National Taiwan University
Hsing-Kuo Wong	Dept. of Computer Science and Information Engineering, National Taiwan University

Sponsor

SIGACT: ACM Special Interest Group on Algorithms and Computation Theory

Publisher

ACM New York, NY, USA

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

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