Results 201 to 210 of about 847,676 (248)
Optimal partially reversible investment [PDF]
Journal of Economic Dynamics and Control, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Richard Hartman, Michael Hendrickson
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Optimal investment sequence [PDF]
Economic Theory, 2000 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Tso, PS, Shea, KL, Tang, TM
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Computational Mathematics and Modeling, 2001
A discrete investment model of a production project is considered. Stoppage and recovery of production are allowed. The project is scrapped if the maintenance costs exceed some limit. The optimal maintenance cost threshold is calculated.
Morozov, V. V. +2 more
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A discrete investment model of a production project is considered. Stoppage and recovery of production are allowed. The project is scrapped if the maintenance costs exceed some limit. The optimal maintenance cost threshold is calculated.
Morozov, V. V. +2 more
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Investment optimization under constraints [PDF]
Mathematical Methods of Operational Research, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Optimal investment in derivative securities [PDF]
Finance and Stochastics, 2001 The authors consider the problem of the optimal investment in a risky asset and some derivatives. The case of underlying asset price process which is a pure jump Lévy process is considered. The martingale representation theorem, description of self-financial strategies and budget constraint are given.
Dilip B. Madan, Xing Jin, Peter Carr
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Competitive Optimality of Logarithmic Investment
Mathematics of Operations Research, 1980Consider the two-person zero-sum game in which two investors are each allowed to invest in a market with stocks (X1, X2, …, Xm) ∼ F, where Xi ≥ 0. Each investor has one unit of capital. The goal is to achieve more money than one’s opponent. Allowable portfolio strategies are random investment policies B ∈ Rm, B ≥ 0, E ∑ mi = 1Bi = 1.
Bell, Robert M., Cover, Thomas M.
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Optimal Multiperiod Investment-Consumption Policies
Econometrica, 1980We investigate the structure of optimal policies in general multiperiod multiasset consumption-investment problems in the presence of transfer costs. A number of objectives such as utility of a consumption stream, utility of terminal wealth, and multiattribute utility are encompassed by the formulation.
Abrams, Robert A, Karmarkar, Uday S
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Optimal responsible investment
Applied Financial Economics, 2009The article examines responsible investment portfolio allocation. The analysis defines an investor-specific measure of portfolio responsibility and incorporates this measure into two different conventional investment approaches. First, investor utility theory describes preferences for portfolio responsibility.
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