Results 61 to 70 of about 847,676 (248)
AIMS MathematicsThis paper investigates the optimal investment decision for an investor with partial information under the criterion of maximizing the expected utility of terminal wealth.
Hongwei Liu, Tianjing Kan
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Optimal Investment Timing and Size of a Logistics Park: A Real Options Perspective
Complexity, 2017 This paper uses a real options approach to address optimal timing and size of a logistics park investment with logistics demand volatility. Two important problems are examined: when should an investment be introduced, and what size should it be?
Dezhi Zhang +4 more
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Optimal Policies in an Insurance Stackelberg Game: Demand Response and Premium Setting
MathematicsThis paper examines a stochastic Stackelberg differential game between an insurer and a pool of homogeneous policyholders. Policyholders dynamically optimize insurance coverage and risky asset allocations to minimize the probability of wealth shortfall ...
Cuixia Chen +3 more
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Minimizing the Probability of Lifetime Ruin under Stochastic Volatility
, 2011 We assume that an individual invests in a financial market with one riskless and one risky asset, with the latter's price following a diffusion with stochastic volatility.
Bayraktar, Erhan +2 more
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Optimization management of investment for coal mines based on neural network model
Менеджмент та підприємництво: тренди розвитку, 2020 The main objective of the paper is to develop a system of economic and mathematical models for managing the investment activity of the coal mining enterprise, including improving the principles and methods for analyzing the profitability of investment ...
Olena Churikanova , Maryna Lysenko
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Optimal Investment Strategy of Defined Contribution Pension Based on Bequest Motivation and Loss Aversion [PDF]
, 2022 Juan XUE, Wang Chuan-yu, Lan Wang
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The Optimal Strategy to Research Pension Funds in China Based on the Loss Function
Data Science Journal, 2007 Based on the theory of actuarial present value, a pension fund investment goal can be formulated as an objective function. The mean-variance model is extended by defining the objective loss function.
Jian-wei Gao +2 more
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Barriers and Optimal Investment [PDF]
This paper analyzes the impact of different types of barriers on the decision to invest using a simple framework based on stochastic discount factors. Our intuitive approach proposes an alternative to the real options methodology that does not rely on ...
Jean-Daniel Saphores
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The Effects of Abandonment Options on Investment Timing and Profit Sharing of FDI
Discrete Dynamics in Nature and Society, 2017 The paper incorporates cooperative game theory into a real option method in a foreign direct investment setting and examines the operational decisions of a multinational corporation in a cooperative framework, where the corporation is endowed with an ...
Weiwei Zhang, Minggao Xue
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