An Investment Strategy with Overshoot Rebates which Minimizes the Time to Attain a Specified Goal

DOI10.1287/mnsc.23.11.1234zbMath0369.90031OpenAlexW1966780198MaRDI QIDQ4146500

Donald C. Aucamp

Publication date: 1977

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.23.11.1234

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)

Related Items (3)

Adaptive bet-hedging revisited: considerations of risk and time horizon ⋮ Asymptotic minimization of expected time to reach a large wealth level in an asset market game ⋮ THE INCENTIVES OF HEDGE FUND FEES AND HIGH-WATER MARKS

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