| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10367255 | Decision Support Systems | 2013 | 10 Pages |
Abstract
⺠We present a new method determining the maximum possible profits for any investment strategy. ⺠This bound stands for the ex-post maximum efficiency of any investment strategy. ⺠Its identification is equivalent to finding an optimal path in an oriented, weighted, bipartite network. ⺠We illustrate this method using real financial data.
Related Topics
Physical Sciences and Engineering
Computer Science
Information Systems
Authors
Olivier Brandouy, Philippe Mathieu, Iryna Veryzhenko,