Keyword: investment

Found 1239 papers in total
An analytic hierarchy process model applied to investment project selection
An analytic hierarchy process model applied to investment project selection
2001,
This paper systematically analyzes the importance of investment project selection and...
Simulation and multi-attribute utility modelling of life cycle profit
Simulation and multi-attribute utility modelling of life cycle profit
2001,
Investments on capital goods are assessed with respect to the life cycle profit as...
Investment decisions in the theory of finance: Some antinomies and inconsistencies
Investment decisions in the theory of finance: Some antinomies and inconsistencies
2002,
The net-present-value rule is a pillar of modern finance theory. As known, it is a...
Optimizing investment performance through international diversification
Optimizing investment performance through international diversification
1999,
International portfolio diversification is often advocated as a way of enhancing...
Estimating the firm value distribution function by entropy optimization and geometric programming
Estimating the firm value distribution function by entropy optimization and geometric programming
2001,
By applying the option pricing theory ideas, this paper models the estimation of firm...
Optimal bidding and contracting strategies for capital-intensive goods
Optimal bidding and contracting strategies for capital-intensive goods
2002,
This paper models contracting arrangements between one Seller and one or more Buyers...
Single price system model for optimal decisions in capital equipment purchasing
Single price system model for optimal decisions in capital equipment purchasing
2002,
Capital equipment purchasing models require the consideration of several important...
Dividend changes in South Africa: Indicative of the past or future?
Dividend changes in South Africa: Indicative of the past or future?
2001,
This study attempts to answer the question whether changes in dividends contain...
An integrated model for part-operation allocation and investment in computer numerical control technology
An integrated model for part-operation allocation and investment in computer numerical control technology
2002,
This study addresses the issue of investment appraisal of new technology, specifically...
On conducting simultaneous versus sequential engineering activities in risky R&D
On conducting simultaneous versus sequential engineering activities in risky R&D
2001,
We consider development projects in which the activities can be classified in two...
Dynamic multi-sector, multi-instrument financial networks with futures: Modeling and computation
Dynamic multi-sector, multi-instrument financial networks with futures: Modeling and computation
1999,
In this paper, we develop a dynamic model of financial behavior in the case of...
Claim pricing and hedging under market incompleteness and ‘mean–variance’ preferences
Claim pricing and hedging under market incompleteness and ‘mean–variance’ preferences
2001,
This paper derives bid and ask prices of a general contingent claim in an incomplete...
A note on portfolio selection with restrictions on leverage
A note on portfolio selection with restrictions on leverage
2001,
This note focuses on a mean–variance asset allocation framework having...
A compromise solution to mutual funds portfolio selection with transaction costs
A compromise solution to mutual funds portfolio selection with transaction costs
2001,
This paper considers the portfolio selection problem with transaction costs which are...
A pricing model for secondary market yield based floating rate notes subject to default risk
A pricing model for secondary market yield based floating rate notes subject to default risk
2001,
The purpose of this article is to price secondary market yield based floating rate...
Multi-period stochastic programming models using simulation paths for strategic asset allocation
Multi-period stochastic programming models using simulation paths for strategic asset allocation
2001,
This paper discusses optimal dynamic investment policies for investors, who make...
Optimization of investments in rail–highway crossings
Optimization of investments in rail–highway crossings
2001,
The paper presents the problem of optimizing investments in rail–highway...
Pricing real options value based on the opportunity cost concept
Pricing real options value based on the opportunity cost concept
2001,
Traditionally, companies have been concerned with making an investment decision either...
Analysis of investments in autonomous maintenance activities
Analysis of investments in autonomous maintenance activities
2000,
In this paper, we model the situation where operator maintenance activities improve...
Inventory and investment in quality improvement under return on investment maximization
Inventory and investment in quality improvement under return on investment maximization
2001,
In this paper, we construct and analyze inventory and investment in quality...
Stochastic modelling of long-term investment risks
Stochastic modelling of long-term investment risks
1995,
There are many risks that individuals, firms, and societies have to face, and among...
Stability properties of a bond portfolio management problem
Stability properties of a bond portfolio management problem
2000,
The bond portfolio management problem is formulated as a multiperiod two-stage or...
Optimal firm investment in security
Optimal firm investment in security
1999,
In this paper, we analyze the problem of an individual firm that has to deal with...
Neural networks method for the investing allotment problem
Neural networks method for the investing allotment problem
2000,
A neural networks method is presented in this paper to solve investing allotment...
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