optimal trading strategy

基本解释

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交易市場中的購電分配策略問題。
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過程的最優投資問題，得到了最優投資策略和最優投資的價值函數的顯示解。
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.
已有關於最優交易策略的研究尚未注意指令執行延遲的影響。