investment problem
On Solving Fuzzy investment Problem using Dynamic Programming
... paper, investment problem involving data in the interval- valued fuzzy numbers form instead of normal fuzzy numbers has been ...a problem including ambiguity in the ...planned investment is ...
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Resource Investment Problem With Discounted Cash Flows
... resource investment problem in which the goal was to maximize the discounted cash flows of the project ...the problem and showed that it is a Np-hard ...the problem we came up with a heuristic ...
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Project resource investment problem under progress payment model
... max-NPV problem with progress ...resource investment problem with maximization of NPV and the progress ...the problem will be discussed. Owing to the NP-hardness of the problem, two ...
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Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model
... This paper studies the optimal investment problem for utility maximization with multiple risky assets under the constant elasticity of variance (CEV) model. By applying stochastic optimal control approach ...
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Optimal Investment Problem for Life Insurance Company by Considering Health Level
... optimal investment problem for insurers has attracted more and more ...optimal investment problem for an insurance company with diffusion risk model and the stock price was de- scribed by a ...
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A consumption-investment problem with a diminishing basket of goods
... A general framework for this class of problems is considered in [19]. In that paper a family of stochastic optimal control problems is considered with the prop- erty that the objective functional depends on multiple ...
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Resource Investment Problem with Discounted Cash Flows
... resource investment problem in which the goal was to maximize the discounted cash flows of the project ...the problem and showed that it is a Np-hard ...the problem we came up with a heuristic ...
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Optimal Excess of Loss Reinsurance and Investment Problem for Insurers with Loss Aversion
... consumption-investment problem for loss-averse investors, and in the s-shaped utility function, the reference level was relative to the consumption and changed over ...timal investment strategies for ...
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A study on investment problem in chaos environment
... the investment problem involving data represented in the chaos numbers was ...a problem is including ambiguity in the ...the investment methodology provided the framework in which the planned ...
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An optimal consumption and investment problem with quadratic utility and negative wealth constraints
... We solve the optimal consumption and investment problem with negative wealth con- straints. Negative wealth constraints are the general borrowing constraints against future labor income. We consider the ...
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An optimal consumption and investment problem with stochastic hyperbolic discounting
... Harris and Laibson [4] introduced the instantaneous-gratification (IG) model of time preferences. This model is based on a quasi-hyperbolic stochastic discount function. Palacios-Huerta and Pérez-Kakabadse [9] extended ...
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A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis.
... Abstract. We characterise the value function of the optimal dividend problem with a finite time horizon as the unique classical solution of a suitable Hamilton-Jacobi-Bellman equation. The optimal dividend ...
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Robust Consumption-Investment Problem on Infinite Horizon
... stochastic factor. The investor trades between these assets and is supposed to consume part of his wealth. Instead of supposing that this is the exact model, we assume here that the trader knows only that the correct ...
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Robust Optimal Control for a Consumption-investment Problem
... the problem for α > 0 in comparison to the case α < 0 is related to the fact that a ‘worst-case martingale measure’ may not exist and that the infimum may only be attained within a larger class of ...
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Optimization of an energy based bi-objective multi skilled resource investment project scheduling problem
... In this paper, a bi-objective energy-based integration of the multi-skilled project scheduling problem and resource investment problem, named EB-MSRIP, was formulated and solved. Indeed, this was the ...
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Is the Symmetry Problem Really a Problem?
... the problem carries the uncomfortable suggestion that if we were more perfect reasoners and not subject to physical limitations, we would derive implicatures from the ‘bad’ alternatives; that we simply neglect to ...
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Investment Choices for PRUlink capital investment plan. Investment-linked Insurance
... and/or investment purposes. The reference funds of other investment choices may use derivatives for efficient portfolio management and hedging purposes ...of investment choices to losses that exceed ...
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Investment Policy And Investment Options
... New accounts can be established by completing the enclosed Application & Agreement and sending it to St Francis Xavier Investment Corp, P.O. Box 23825, Green Bay, WI 54305-3825 along with your check. To add to ...
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Ranking of Mutually Exclusive Investment Projects: How Cash Flow Differences can solve the Ranking Problem
... an investment), the latter one must be positive (representing the positive return of the ...both investment alternatives can be compared simply by comparing the last year’s cash ...
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Investment Horizon and the Problem of Age
... However, in contrast to standard advice, empirical evidence suggests that the fraction of assets held as stock increases as investors get older. One difficulty in judging the importance of this result is that the ...
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