Keyword: investment

Found 1239 papers in total
Existence conditions of the optimal stopping time: the cases of geometric Brownian motion and arithmetic Brownian motion
Existence conditions of the optimal stopping time: the cases of geometric Brownian motion and arithmetic Brownian motion
2004,
A type of optimal investment problem can be regarded as an optimal stopping problem in...
Decision station: situating decision support systems
Decision station: situating decision support systems
2004,
Internet facilitates access to data, information, and knowledge sources, but at the...
Mathematical model and optimization in global production problems
Mathematical model and optimization in global production problems
2003,
We study a kind of resource allocation models derived from various investment...
A study of a multi-objective decision model and algorithm for risk investment based on different risk preferences
A study of a multi-objective decision model and algorithm for risk investment based on different risk preferences
2003,
A multi-objective decision model for risk investment is constructed in this paper, by...
Forecasting with a nonlinear dynamic model of stock returns and industrial production
Forecasting with a nonlinear dynamic model of stock returns and industrial production
2004,
We model stock returns and industrial production as nonlinear and state dependent,...
An algorithm to optimize portfolio weights for the first degree stochastic dominance
An algorithm to optimize portfolio weights for the first degree stochastic dominance
2003,
Unlike the mean-variance approach, the stochastic dominance approach is to form a...
Generating trading rules on the stock markets with genetic programming
Generating trading rules on the stock markets with genetic programming
2004,
Technical analysis is aimed at devising trading rules capable of exploiting short-term...
Neural network forecasts of Canadian stock returns using accounting ratios
Neural network forecasts of Canadian stock returns using accounting ratios
2003,
This study compares neural network forecasts of one-year-ahead Canadian stock returns...
Application of Value at Risk methodology to risk management in the stock market of China
Application of Value at Risk methodology to risk management in the stock market of China
2004,
This paper applies the new risk management tool, Value at Risk (VaR) methodology, to...
The centralized sequential investment problem with regional characteristics effect by using genetic algorithms
The centralized sequential investment problem with regional characteristics effect by using genetic algorithms
2003,
This research aims to find a non-recurring directed path that will enable all...
Minimax portfolio optimization: empirical numerical study
Minimax portfolio optimization: empirical numerical study
2004,
In this paper, we carry out the empirical numerical study of the l ∞ portfolio...
Portfolio managers' and novices' forecasts of risk and return: are there predictable forecast errors?
Portfolio managers' and novices' forecasts of risk and return: are there predictable forecast errors?
2002,
This study aims to investigate the individual behaviour that underlies the...
An approach for analyzing foreign direct investment projects with application to China's Tumen River Area development
An approach for analyzing foreign direct investment projects with application to China's Tumen River Area development
2003,
In this paper, we present a model for analyzing foreign direct investment...
Term structure of interest rates and implied market frictions: the min–max approach
Term structure of interest rates and implied market frictions: the min–max approach
2003,
It is often assumed that financial markets are frictionless. Bond markets are illiquid...
Merton's portfolio optimization problem in a Black and Scholes market with non-Gaussian stochastic volatility of Ornstein–Uhlenbeck type
Merton's portfolio optimization problem in a Black and Scholes market with non-Gaussian stochastic volatility of Ornstein–Uhlenbeck type
2003,
We study Merton's classical portfolio optimization problem for an investor who can...
Efficient universal portfolios for past-dependent target classes
Efficient universal portfolios for past-dependent target classes
2003,
We present a new universal portfolio algorithm that achieves almost the same level of...
An optimal strategy for hedging with short-term futures contracts
An optimal strategy for hedging with short-term futures contracts
2003,
The search for an optimal strategy to reduce the running risk in hedging a long-term...
Risk degree analysis and selection of investment project combinations
Risk degree analysis and selection of investment project combinations
2002,
In this paper, using information theory, we can define the combinatorial risk degree...
Portfolio insurance and model uncertainty
Portfolio insurance and model uncertainty
2003,
Some real-world insurance products contain a minimum-wealth or an income-stream...
Estimating financial risk under time-varying extremal return behavior
Estimating financial risk under time-varying extremal return behavior
2003,
Potentially increasing volatility and downside risk is essential to financial risk...
Measuring the performance of ethical mutual funds: a data envelopment analysis approach
Measuring the performance of ethical mutual funds: a data envelopment analysis approach
2003,
The solidarity and social responsibility features that characterize the ethical mutual...
Theoretical optimization of investment in information technology and information systems
Theoretical optimization of investment in information technology and information systems
1999,
The justification of information technology (IT) is inherently fuzzy, both in theory...
Computing equilibria in finance economies
Computing equilibria in finance economies
2002,
The general equilibrium model with incomplete asset markets is ideally suited for the...
Segmentation of the internet stock trading market using self organizing map
Segmentation of the internet stock trading market using self organizing map
2002,
This paper is concerned with proposing a new market strategy for the segmented markets...
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