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Buying and selling an asset over the finite time horizon: A non-parametric approach

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  • Chun, Young H.
  • Plante, Robert D.
  • Schneider, Helmut
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    File URL: http://www.sciencedirect.com/science/article/B6VCT-447MVGM-9/2/a0a5404d00053a4120d409b46d2b8eef
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    Bibliographic Info

    Article provided by Elsevier in its journal European Journal of Operational Research.

    Volume (Year): 136 (2002)
    Issue (Month): 1 (January)
    Pages: 106-120

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    Handle: RePEc:eee:ejores:v:136:y:2002:i:1:p:106-120

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    1. Hak Chun, Young, 1996. "Selecting the best choice in the weighted secretary problem," European Journal of Operational Research, Elsevier, vol. 92(1), pages 135-147, July.
    2. Andrew W. Lo & A. Craig MacKinlay, 1987. "Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test," NBER Working Papers 2168, National Bureau of Economic Research, Inc.
    3. Chun, Young H. & Moskowitz, Herbert & Plante, Robert D., 1994. "Dynamic programming formulation of the group interview problem with a general utility function," European Journal of Operational Research, Elsevier, vol. 78(1), pages 81-92, October.
    4. Donald B. Rosenfield & Roy D. Shapiro & David A. Butler, 1983. "Optimal Strategies for Selling an Asset," Management Science, INFORMS, vol. 29(9), pages 1051-1061, September.
    5. Lippman, Steven A & McCall, John J, 1976. "The Economics of Job Search: A Survey: Part I," Economic Inquiry, Western Economic Association International, vol. 14(2), pages 155-89, June.
    6. Lippman, Steven A & McCall, John J, 1976. "The Economics of Job Search: A Survey," Economic Inquiry, Western Economic Association International, vol. 14(3), pages 347-68, September.
    7. Telser, L G, 1973. "Searching for the Lowest Price," American Economic Review, American Economic Association, vol. 63(2), pages 40-49, May.
    8. Whipple, David, 1973. "A Generalized Theory of Job Search," Journal of Political Economy, University of Chicago Press, vol. 81(5), pages 1170-88, Sept.-Oct.
    9. Schachter, Stanley & Gerin, William & Hood, Donald C. & Anderassen, Paul, 1985. "I. Was the South Sea Bubble a random walk?," Journal of Economic Behavior & Organization, Elsevier, vol. 6(4), pages 323-329, December.
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    Cited by:
    1. Sofronov, Georgy, 2013. "An optimal sequential procedure for a multiple selling problem with independent observations," European Journal of Operational Research, Elsevier, vol. 225(2), pages 332-336.

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