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- W2382445036 abstract "An important factor that affects the daily investment decision is the risk. This paper introduced the risk concept into the online leasing problem, built the risk-reward model and analyzed the online leasing problem with interest and without interest in this risk-reward model. Traditional competitive analysis reflects the relative performance of online algorithm to benchmark algorithm (usually the offline optimal algorithm). But this approach is too inflexible and neglects some useful information the online player may have. Different from this method, the investor can control his own undertaken risk and choose the optimal online leasing strategy according to his own risk tolerance and forecast in the risk-reward model." @default.
- W2382445036 created "2016-06-24" @default.
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- W2382445036 date "2004-01-01" @default.
- W2382445036 modified "2023-09-25" @default.
- W2382445036 title "Risk-reward model of on-line leasing problem and its competitive analysis" @default.
- W2382445036 hasPublicationYear "2004" @default.
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