Risk2reward model of on2line leasing problem and its competitive analysis
DOI:
Author:
Affiliation:

Clc Number:

Fund Project:

  • Article
  • |
  • Figures
  • |
  • Metrics
  • |
  • Reference
  • |
  • Related
  • |
  • Cited by
  • |
  • Materials
  • |
  • Comments
    Abstract:

    An important factor that affects the daily investment decision is the risk. This paper introduced the risk concept into the online leasing problem , built the risk2reward model and analyzed the online leasing problem with interest and without interest in this risk2reward model . Traditional competitive analysis reflects the relative perfor2 mance of online algorithm to benchmark algorithm (usually the offline optimal algorithm) . But this approach is too inflexible and neglects some useful information the online player may have. Different from this method , the investor can control his own undertaken risk and choose the optimal online leasing strategy according to his own risk tolerance and forecast in the risk2reward model .

    Reference
    Related
    Cited by
Get Citation
Share
Article Metrics
  • Abstract:
  • PDF:
  • HTML:
  • Cited by:
History
  • Received:
  • Revised:
  • Adopted:
  • Online:
  • Published:
You are the th visitor Address:Room 908, Building A, 25th Teaching Building, Tianjin University, 92 Weijin Road, Nankai District, Tianjin Postcode:300072
Telephone:022-27403197 Email:jmsc@tju.edu.cn