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Article: A unified 'bang-bang' principle with respect to R-invariant performance benchmarks

TitleA unified 'bang-bang' principle with respect to R-invariant performance benchmarks
Authors
Yam, SCPYung, SPZhou, W
KeywordsBuy-and-hold or sell-at-once rule
Optimal stopping
R-invariant performance benchmarks
Issue Date2013
PublisherSociety 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?
DOI: http://dx.doi.org/10.1137/S0040585X97986035
Persistent Identifierhttp://hdl.handle.net/10722/189149
ISSN
0040-585X
2021 Impact Factor: 0.560
2020 SCImago Journal Rankings: 0.458
ISI Accession Number ID
WOS:000319917400014

 

DC FieldValueLanguage
dc.contributor.authorYam, SCPen_US
dc.contributor.authorYung, SPen_US
dc.contributor.authorZhou, Wen_US
dc.date.accessioned2013-09-17T14:28:05Z-
dc.date.available2013-09-17T14:28:05Z-
dc.date.issued2013en_US
dc.identifier.citationTheory of Probability and Its Applications, 2013, v. 57 n. 2, p. 357-366en_US
dc.identifier.issn0040-585X-
dc.identifier.urihttp://hdl.handle.net/10722/189149-
dc.languageengen_US
dc.publisherSociety for Industrial and Applied Mathematics. The Journal's web site is located at http://www.siam.org/journals/tvp.php-
dc.relation.ispartofTheory of Probability and Its Applicationsen_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.subjectBuy-and-hold or sell-at-once rule-
dc.subjectOptimal stopping-
dc.subjectR-invariant performance benchmarks-
dc.titleA unified 'bang-bang' principle with respect to R-invariant performance benchmarksen_US
dc.typeArticleen_US
dc.identifier.emailYung, SP: spyung@hku.hken_US
dc.identifier.authorityYung, SP=rp00838en_US
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.1137/S0040585X97986035-
dc.identifier.scopuseid_2-s2.0-84878747388-
dc.identifier.hkuros225190en_US
dc.identifier.volume57en_US
dc.identifier.issue2-
dc.identifier.spage357en_US
dc.identifier.epage366en_US
dc.identifier.isiWOS:000319917400014-
dc.identifier.issnl0040-585X-

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