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

• Authors:

• Gen-Huey Chen;Ming-Yang Kao;Yuh-Dauh Lyuu;Hsing-Kuo Wong

• Affiliations:

• Dept. of Computer Science and Information Engineering, National Taiwan University;Dept. of Computer Science, Yale University;Dept. of Computer Science and Information Engineering, National Taiwan University;Dept. of Computer Science and Information Engineering, National Taiwan University

• Venue:
• STOC '99 Proceedings of the thirty-first annual ACM symposium on Theory of computing
• Year:
• 1999