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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Admissible trading strategy ： ウィキペディア英語版 Admissible trading strategy In finance, an admissible trading strategy or admissible strategy is any trading strategy with wealth almost surely bounded from below. In particular, an admissible trading strategy precludes unhedged short sales of any unbounded assets. A typical example of a trading strategy which is not ''admissible'' is the doubling strategy. == Mathematical definition == In a market with $d$ assets, a trading strategy $x\; \backslash in\; \backslash mathbb^d$ is ''admissible'' if $x^T\; \backslash bar\; =\; x^T\; \backslash frac$ is almost surely bounded from below. In the definition let $S$ be the vector of prices, $r$ be the risk-free rate (and therefore $\backslash bar$ is the discounted price).〔 In a model with more than one time then the wealth process associated with an admissible trading strategy must be uniformly bounded from below.〔 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Admissible trading strategy」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.