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"Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily ..."
Gen-Huey Chen et al. (2001)
- 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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