optimal trading strategy

基本解釋

In the paper, the optimal purchase allocation strategy for distribution companies in two trading markets is studied.
研究供電公司在兩個(gè)交易市場(chǎng)中的購(gòu)電分配策略問題。
This paper considers the portfolio optimisation problem for the O-U process. We get the explicit expressions for the optimal trading strategy and the value function.
研究了O-U過程的最優(yōu)投資問題，得到了最優(yōu)投資策略和最優(yōu)投資的價(jià)值函數(shù)的顯示解。
In a realistic market, order execution delay is a popular phenomenon, and has not attracted the attention of researchers during the study of optimal trading strategy.
已有關(guān)于最優(yōu)交易策略的研究尚未注意指令執(zhí)行延遲的影響。