Gen-Huey Chen, Ming-Yang Kao, Yuh-Dauh Lyuu, Hsing-Kuo Wong
Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns
STOC, 1999.
@inproceedings{STOC-1999-ChenKLW, author = "Gen-Huey Chen and Ming-Yang Kao and Yuh-Dauh Lyuu and Hsing-Kuo Wong", booktitle = "{Proceedings of the 31st Annual ACM Symposium on Theory of Computing}", doi = "10.1145/301250.301284", isbn = "1-58113-067-8", pages = "119--128", publisher = "{ACM}", title = "{Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns}", year = 1999, }