Optimal Investment Strategy
OPTIMAL INVESTMENT STRATEGY FOR A CERTAIN CLASS OF PROBABILISTIC INVESTMENT PROBLEMS
... the optimal investment strategy and optimal return for a class of investment problems with stationary returns under uncertainty, using the principle of mathematical induction, as ...
14
Optimal Investment Strategy for Defined Contribution Pension Scheme under the Heston Volatility Model
... the optimal investment strategy for a defined contribution (DC) pension scheme was modeled with the assumption that the fund is invested partly in riskless assets and partly in risky ...
10
The Optimal Investment Strategy Based on the DEA Model
... an optimal investment strategy for the Goodgrant ...allocate investment amount by weights of allocation from MATLAB ...the optimal investment strategy is received for the ...
9
Correlation of Brownian Motions and Its Impact on a Reinsurer’s Optimal Investment Strategy and Reinsured Proportion under Exponential Utility Maximization and Constant Elasticity of Variance Model
... reinsurer’s optimal investment strategy and the proportion he accepted for reinsurance under proportional reinsurance and exponential utility preference in the cases where the Brownian motions were ...
10
Asymptotic and numerical analysis of the optimal investment strategy for an insurer
... → ∞ as s → ∞ although this is not demonstrated on the graphs. For the lognormal distribution ζ < 0 so there is an intermediate region in Figure 8, while for Weibull distributions ζ = ∞ so there is no intermediate ...
50
Optimal Investment Strategy for Kinked Utility Maximization: Covered Call Option Strategy
... Recently, kinked utility maximization has been suggested as an important problem to solve. (Basic papers in- clude [6] and examples include [7].) In these papers, corporate pension fund investment strategy ...
20
Optimal investment strategy with debt financing under stochastic interest rates
... the optimal poli- cies in the management of firms’ financing and ...in investment opportunities, such as changes in interest rate, excess returns and inflation rates ...capital investment policies of ...
19
Optimal investment strategies and risk measures in defined contribution pension schemes
... the optimal investment allocation (derived from a dynamic programming approach) in a defined contribution (DC) pension scheme whose fund is invested in n ...the investment allocation and the downside ...
45
Risk-sensitive control for a class of non-linear systems and its financial applications
... the optimal investment strategy under a new stochastic interest rate models (see Chapter ...the optimal solution of the portfolio which contains consumption is also given in an explict closed ...
129
A Real Options Game Involving Multiple Projects
... an optimal investment strategy and project valuation involving uncertainty and flexibility, than the conventional Net Present Value (NPV) method could (see ...monopolist’s investment, many ...
6
Self-selection and risk sharing in a modern world of life-long annuities
... entire investment guarantee within a few minutes via a simple question that the pension saver can ...and investment strategies are provided for the simple lump sum ...s optimal investment ...
24
Optimal Investment Problem for Life Insurance Company by Considering Health Level
... This paper according to the regional differences of the health level studies the optimal investment strategy for a life insurance company. The surplus process of the company is described by the ...
14
Effect of Extra Contribution on Stochastic Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model
... In order to deal with optimal investment strategy, the need for maximization of the expected utility of the terminal wealth became necessary. Example, the Constant Relative Risk Aversion (CRRA) ...
13
The Models of Investing Schools
... an optimal investment strategy that identifies the schools, the investment amount per ...that investment, and the time duration that the organization’s money should be provided to have ...
9
Measure of Investment Optimal Strategy
... the strategy that optimizes the return of an invest- ment in assets is in general not ...the optimal investment strategy follow a composite asymptotic expansion ...on investment and ...
6
Exponential Utility Optimization Of An Investor’s Optimal Portfolios, Under Constant Elasticity Of Variance Model
... efficient strategy and efficient ...an optimal investment ...the optimal investment strategy in power and exponential utility ...the optimal investment problem for ...
6
Optimal design and strategy for the SolUTra
... an optimal control model input), motor efficiency and battery efficiency are assumed to be ideal and constant and the drag coefficient is assumed to be constant, no matter the vector of the effective air ...
134
Probabilistic Tit-for-Tat Strategy versus Nash Equilibrium for Infinitely Repeated Games with Industrial Applications
... If all flights agree not to use A-B network, every flight would benefit by reducing their travel time. However, any single flight will always benefit by taking A-B network, then the socially optimal network path ...
9
Research on Optimal Investment Portfolio of Enterprise Annuity under Investment Constraints
... annuity investment portfolio based on existing foreign ...the investment risk by optimizing the investment portfolio of the enterprise annuity, so as to manage the enterprise annuity ...the ...
12
Customized International Investment Decisions:An Exploration into the Textile and Apparel Decision-making Process
... part of location theory in operational research has adopted the modeling assumption of a spatial monopoly: the company offers a unique product or service and is the single player in the part of the market that is ...
265