Results 11 to 20 of about 93,433 (265)
Portfolio optimization for sustainable investments
SSRN Electronic Journal, 2021 AbstractIn mean-variance portfolio optimization, multi-index models often accelerate computation, reduce input requirements, facilitate understanding, and allow easy adjustment to changing conditions more effectively than full covariance matrix estimation in many situations.
Armin Varmaz +2 more
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Optimal Investment in a Dual Risk Model
Risks, 2023 Dual risk models are popular for modeling a venture capital or high-tech company, for which the running cost is deterministic and the profits arrive stochastically over time. Most of the existing literature on dual risk models concentrates on the optimal
Arash Fahim, Lingjiong Zhu
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Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model
Risks, 2021 Consider an insurance company whose surplus is modelled by an arithmetic Brownian motion of not necessarily positive drift. Additionally, the insurer has the possibility to invest in a stock modelled by a geometric Brownian motion independent of the ...
Leonie Violetta Brinker
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Deviation from Optimal Capital Structure and Inefficiencies of Investment [PDF]
مجله دانش حسابداری, 2020 Objective: Investment efficiency is one important factor affecting a firm's performance. Also, financing decisions affect investment decisions, regarding the effects of the non-optimal capital structure on the rate of capital cost and cash flows of the ...
Fatemeh Soheilyfar +3 more
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A Differential Game with Random Time Horizon and Discontinuous Distribution
Mathematics, 2020 One class of differential games with random duration is considered. It is assumed that the duration of the game is a random variable with values from a given finite interval.
Anastasiia Zaremba +2 more
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Optimal Consumption and Investment Problem under 4/2-CIR Stochastic Hybrid Model
Mathematics, 2023 In this paper, we investigate the optimal consumption and investment problem under the expected utility maximization criterion. It is supposed that the financial market consists of a risky asset and a risk-free asset, and the risky asset prices follow ...
Aiqin Ma, Cuiyun Zhang, Yubing Wang
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Asymmetric Suppliers’ Optimal Investment Timing Decisions [PDF]
Eurasian Journal of Business and Economics, 2019 This paper extends Boyle and Guthrie (2003) to investigate the interdependent effects of asymmetric financing capacities and investment costs on investment timing decisions in a duopoly with a first-mover advantage.
Manoj KUMAR
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Dispositional Optimism and Stock Investments [PDF]
SSRN Electronic Journal, 2015 This paper analyzes the relationship between dispositional optimism and stock investments, controlling for cognitive skills and personality traits such as trust, social interactions and risk aversion. We use data from the Survey of Health, Ageing and Retirement in Europe (SHARE) on investors aged 50+ in twelve European countries.
Angelini, Viola, CAVAPOZZI, Danilo
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OPTIMAL LAG IN DYNAMICAL INVESTMENTS [PDF]
International Journal of Theoretical and Applied Finance, 1999 A portfolio of different stocks and a risk-less security whose composition is dynamically maintained stable by trading shares at any time step leads to a growth of the capital with a nonrandom rate. This is the key for the theory of optimal-growth investment formulated by Kelly.
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Heuristic analysis of investment strategy
Technological and Economic Development of Economy, 2006 The present article investigates the problem of optimal investment, when, given a limited amount of funds, a decision must be taken to which projects and what amounts of funds are to be invested.
Sigutė Vakrinienė +1 more
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