Abstract
The discrete sell or hold problem (DSHP), which is introduced in \cite{H12}, is studied under the constraint that each asset can only take a constant number of different values. We show that if each asset can take only two values, the problem becomes polynomial-time solvable. However, even if each asset can take three different values, DSHP is still NP-hard. An approximation algorithm is also given under this setting.
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