| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 428653 | Information Processing Letters | 2011 | 6 Pages |
Abstract
The optimal deterministic strategy for the on-line leasing of depreciable equipment is presented here for cases with and without an interest rate. A risk-reward model in which the on-line investor can develop optimal strategies based on his/her risk tolerance and forecast is discussed. Numerical analysis shows that the competitive performance is significantly improved in the proposed model.
Research highlights► On-line leasing of depreciable equipment. ► Develop optimal strategies based on his/her risk tolerance and forecast.► Competitive performance is significantly improved in the proposed model.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Yong Zhang, Weiguo Zhang, Weijun Xu, Hongyi Li,