[PDF] Top 20 The Optimal Investment Strategy Based on the DEA Model

... The Goodgrant Foundation is a charitable organization that wants to improve educational performance of un- dergraduates attending colleges and universities in the US. So the Foundation plans to contribute 50 million ... See full document

... 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 ... See full document

... function based on a newly developed battery coupled thermoelectric ...battery optimal charging strategy to determine a suitable CCCV current profile which offers a desirable trade-off between the two ... See full document

... Ho-Lee model and be correlated with stock price and derived optimal strategies for power and logarithm utility ...the optimal investment strategies by applying dynamic programming principle ... See full document

... our model is technically not a “game”, but a decision or optimization ...formal model). Unlike in our model, only a single period is modeled; the model is designed to capture terrorism ...The ... See full document

... basic model of ruin in the ...fixed investment in a risky asset has on the ruin ...the optimal investment problem for an insurer has mirrored the development of ruin ... See full document

... This paper considered the optimal investment problem for a pension plan par- ticipants in a defined contribution (DC) plan. It was assumed that the interest rate and salary are constant over time and stock ... See full document

... Generally, DEA model analyzes the comprehensive benefit of input and output from three aspects of crste, vrste and ...the model analysis result of 2016, it can be seen that investment of ... See full document

... Black-Scholes model under the risk-neutral world with the assumption that the stock price follows geometric Brownian motion, and the expected return rate stock is a constant, while, the assumption of Black-Scholes ... See full document

... the model and computed an optimal control based treatment strat- egy, we would like to understand how the model behaves under this sort of treatment ...mathematical model there ... See full document

... is based on sort by the proximity of a limited number of objects to the ideal solution, and is a method of evaluating the relative merits of existing objects ...the optimal solution and the worst solution. ... See full document

... In order to achieve optimal investment strategy and not duplication of investment, for five years, starting July 2016, we assume that the time duration that the organization’s money shou[r] ... See full document

... amount of available input optimally. In order to do this, we determine the minimum values of the returns to scale that each unit can present. These values are calculated for projections obtained on the efficient frontier, ... See full document

... the optimal investment problem for a reinsurer who grants in- surance cover to insurance investors as proportional reinsurance ...an optimal investment strategy and optimal ... See full document

... Another method that is been commonly used in per- formance measurement is structural equation modeling (SEM). To assess the availability, adoption, and use of telecommunication networks and services at the country level, ... See full document

... (CEV) model in portfo- lio selection problem of utility ...per-loss optimal reinsurance and derived the optimal investment and rein- surance strategy with the criteria that minimization ... See full document

... the optimal investment strategy and corresponding rewards for a class probabilistic stationary investment problems, using backward dynamic programming recursive ...were based on ... See full document

... into investment when the book value of equity is ...the investment strategies and its ...efficient strategy which will consider the macroeconomic effects on debt financing for the ...The ... See full document

... 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 ... See full document

... 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 ... See full document