A Securities Selling Game

Аннотация

We consider the sale of k securities in n trades, with not more than one security per trade. The sale results are assessed using the competitive ratio of the sum of k highest security prices to the total sale revenue. Lorenz constructed the solution of the game for 2k ≤ n. In this article, the solution is obtained in the general case both for the competitive ratio and for the Savage regret criterion.