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arXiv · 1407.6131

The Discrete Sell or Hold Problem with Constraints on Asset Values

Ye Du
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Abstract

The discrete sell or hold problem (DSHP), which is introduced in \cite{H12}, is studied under the constraint that each asset can only take a constant number of different values. We show that if each asset can take only two values, the problem becomes polynomial-time solvable. However, even if each asset can take three different values, DSHP is still NP-hard. An approximation algorithm is also given under this setting.

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Ye Du. 2014-07-23. The Discrete Sell or Hold Problem with Constraints on Asset Values. https://arxiv.org/abs/1407.6131

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