optimal trading strategy

基本解释

In the paper, the optimal purchase allocation strategy for distribution companies in two trading markets is studied.
研究供电公司在两个交易市场中的购电分配策略问题。
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过程的最优投资问题，得到了最优投资策略和最优投资的价值函数的显示解。
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.
已有关于最优交易策略的研究尚未注意指令执行延迟的影响。