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Operations Research Letters, Vol. 40, No. 2. (March 2012), pp. 69-73, doi:10.1016/j.orl.2011.11.007 Key: citeulike:10140517
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The sell or hold problem (SHP) is to sell k out of n indivisible assets over two stages, with known first-stage prices and random second-stage prices, to maximize the total expected revenue. We show that SHP is NP-hard when the second-stage prices are realized as a finite set of scenarios. We show that SHP is polynomially solvable when the number of scenarios in the second stage is constant. A max1/2,k/n-approximation algorithm is presented for the scenario-based SHP.
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