An Analysis of Trading Strategies for Institutional Investors Modeled With Dynamic Programming and Markov Process
碩士 === 國立暨南國際大學 === 財務金融學系 === 92 === This research is based on an imperfectly competitive market and assumes the trading strategies of the institutional investors may affect underlying stock price with cost in experience. While trying to find out the specific strategies to maximize the profit, we u...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75122278559541398769 |