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Article: A unified 'bang-bang' principle with respect to R-invariant performance benchmarks
Title | A unified 'bang-bang' principle with respect to R-invariant performance benchmarks |
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Authors | |
Keywords | Buy-and-hold or sell-at-once rule Optimal stopping R-invariant performance benchmarks |
Issue Date | 2013 |
Publisher | Society for Industrial and Applied Mathematics. The Journal's web site is located at http://www.siam.org/journals/tvp.php |
Citation | Theory of Probability and Its Applications, 2013, v. 57 n. 2, p. 357-366 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/189149 |
ISSN | 2023 Impact Factor: 0.5 2023 SCImago Journal Rankings: 0.315 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Yam, SCP | en_US |
dc.contributor.author | Yung, SP | en_US |
dc.contributor.author | Zhou, W | en_US |
dc.date.accessioned | 2013-09-17T14:28:05Z | - |
dc.date.available | 2013-09-17T14:28:05Z | - |
dc.date.issued | 2013 | en_US |
dc.identifier.citation | Theory of Probability and Its Applications, 2013, v. 57 n. 2, p. 357-366 | en_US |
dc.identifier.issn | 0040-585X | - |
dc.identifier.uri | http://hdl.handle.net/10722/189149 | - |
dc.language | eng | en_US |
dc.publisher | Society for Industrial and Applied Mathematics. The Journal's web site is located at http://www.siam.org/journals/tvp.php | - |
dc.relation.ispartof | Theory of Probability and Its Applications | en_US |
dc.rights | © 2013 Society for Industrial and Applied Mathematics. First Published in Theory of Probability and Its Applications in volume 57, issue 2, published by the Society for Industrial and Applied Mathematics (SIAM). | - |
dc.subject | Buy-and-hold or sell-at-once rule | - |
dc.subject | Optimal stopping | - |
dc.subject | R-invariant performance benchmarks | - |
dc.title | A unified 'bang-bang' principle with respect to R-invariant performance benchmarks | en_US |
dc.type | Article | en_US |
dc.identifier.email | Yung, SP: spyung@hku.hk | en_US |
dc.identifier.authority | Yung, SP=rp00838 | en_US |
dc.description.nature | published_or_final_version | - |
dc.identifier.doi | 10.1137/S0040585X97986035 | - |
dc.identifier.scopus | eid_2-s2.0-84878747388 | - |
dc.identifier.hkuros | 225190 | en_US |
dc.identifier.volume | 57 | en_US |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 357 | en_US |
dc.identifier.epage | 366 | en_US |
dc.identifier.isi | WOS:000319917400014 | - |
dc.identifier.issnl | 0040-585X | - |