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Author : Gilbert Thoreau Howard
Publisher :
ISBN 13 :
Total Pages : 428 pages
Book Rating : 4.:/5 (35 download)
Download or read book Optimal Dynamic Investment written by Gilbert Thoreau Howard and published by . This book was released on 1967 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter M. Kort
Publisher : Springer Science & Business Media
ISBN 13 : 3642489044
Total Pages : 196 pages
Book Rating : 4.6/5 (424 download)
Download or read book Optimal Dynamic Investment Policies of a Value Maximizing Firm written by Peter M. Kort and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1.1. Scope of the Book This book is a contribution to the area of "dynamic models of the firm". The motivation for this kind of research is the following: Empirical studies (e.g. Albach (1976)) have shown that the development of the firm over time can be divided into different stages. such as growth. stationarity and contraction. In order to understand and evaluate these stages in a proper way. it is important to develop a suitable theoretical framework. To that end. economists have applied dynamic mathematical techniques. such as optimal control theory. calculus of variations and dynamic programming to design and analyse dynamic models of the firm. In this way. the economic theory of the firm is extended to a dynamic context. Within the field of the dynamics of the firm this book - develops a general investment decision rule. based on the concept "net present value of marginal investment". which is applicable in deterministic dynamic models of the firm; - studies the influence of adjustment costs of investment on optimal dynamic firm behavior; - extends the stochastic dynamic theory of the firm by connecting it with a dynamic version of the Capital Asset Pricing Model. Before elaborating on "the dynamics of the firm". we first review the subject of net present value in the classical analysis.
Author : Peter M. Kort
Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (649 download)
Download or read book Optimal Dynamic Investment Policy Under Financial Restrictions and Adjustment Costs written by Peter M. Kort and published by . This book was released on 1985 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jennifer N. Carpenter
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (313 download)
Download or read book The Optimal Dynamic Investment Policy for a Fund Manger with an Incentive Fee written by Jennifer N. Carpenter and published by . This book was released on 1998 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter M. Kort
Publisher :
ISBN 13 :
Total Pages : 50 pages
Book Rating : 4.:/5 (649 download)
Download or read book The Influence of a Stochastic Environment on the Firm's Optimal Dynamic Investment Policy written by Peter M. Kort and published by . This book was released on 1987 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jennifer N. Carpenter
Publisher :
ISBN 13 :
Total Pages : 15 pages
Book Rating : 4.:/5 (214 download)
Download or read book The Optimal Dynamic Investment Policy for a Fund Manager Compensated with an Incentive Fee written by Jennifer N. Carpenter and published by . This book was released on 1995 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Steffen Jørgensen
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.:/5 (472 download)
Download or read book Optimal Dynamic Investment Policies Under Concave-convex Adjustment Costs written by Steffen Jørgensen and published by . This book was released on 1989 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Steffen Jørgensen
Publisher :
ISBN 13 :
Total Pages : 72 pages
Book Rating : 4.:/5 (249 download)
Download or read book Optimal Dynamic Investment Policies Under Concave-convex Adjustment Costs written by Steffen Jørgensen and published by . This book was released on 1990 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ralf Korn
Publisher : World Scientific
ISBN 13 : 9812385347
Total Pages : 352 pages
Book Rating : 4.8/5 (123 download)
Download or read book Optimal Portfolios written by Ralf Korn and published by World Scientific. This book was released on 1997 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: The focus of the book is the construction of optimal investment strategies in a security market model where the prices follow diffusion processes. It begins by presenting the complete Black-Scholes type model and then moves on to incomplete models and models including constraints and transaction costs. The models and methods presented will include the stochastic control method of Merton, the martingale method of Cox-Huang and Karatzas et al., the log optimal method of Cover and Jamshidian, the value-preserving model of Hellwig etc.
Author : 蔡蕙如
Publisher :
ISBN 13 :
Total Pages : 94 pages
Book Rating : 4.:/5 (72 download)
Download or read book Optimal Consumption and Portfolio Choice for Long Horizon Investors in a Dynamic Investment Environment written by 蔡蕙如 and published by . This book was released on 2003 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Dimitris Melas
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (143 download)
Download or read book Optimal Investment Decisions in Static and Dynamic Environments written by Dimitris Melas and published by . This book was released on 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 250 pages
Book Rating : 4.3/5 (555 download)
Download or read book Optimal dynamic investment in transportation network written by and published by . This book was released on 1969 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Adam Butler
Publisher : John Wiley & Sons
ISBN 13 : 1119220351
Total Pages : 244 pages
Book Rating : 4.1/5 (192 download)
Download or read book Adaptive Asset Allocation written by Adam Butler and published by John Wiley & Sons. This book was released on 2016-02-23 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: Build an agile, responsive portfolio with a new approach to global asset allocation Adaptive Asset Allocation is a no-nonsense how-to guide for dynamic portfolio management. Written by the team behind Gestaltu.com, this book walks you through a uniquely objective and unbiased investment philosophy and provides clear guidelines for execution. From foundational concepts and timing to forecasting and portfolio optimization, this book shares insightful perspective on portfolio adaptation that can improve any investment strategy. Accessible explanations of both classical and contemporary research support the methodologies presented, bolstered by the authors' own capstone case study showing the direct impact of this approach on the individual investor. Financial advisors are competing in an increasingly commoditized environment, with the added burden of two substantial bear markets in the last 15 years. This book presents a framework that addresses the major challenges both advisors and investors face, emphasizing the importance of an agile, globally-diversified portfolio. Drill down to the most important concepts in wealth management Optimize portfolio performance with careful timing of savings and withdrawals Forecast returns 80% more accurately than assuming long-term averages Adopt an investment framework for stability, growth, and maximum income An optimized portfolio must be structured in a way that allows quick response to changes in asset class risks and relationships, and the flexibility to continually adapt to market changes. To execute such an ambitious strategy, it is essential to have a strong grasp of foundational wealth management concepts, a reliable system of forecasting, and a clear understanding of the merits of individual investment methods. Adaptive Asset Allocation provides critical background information alongside a streamlined framework for improving portfolio performance.
Author : Mohammed H. Dore
Publisher : Routledge
ISBN 13 : 1317557271
Total Pages : 162 pages
Book Rating : 4.3/5 (175 download)
Download or read book Dynamic Investment Planning (Routledge Revivals) written by Mohammed H. Dore and published by Routledge. This book was released on 2015-03-26 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: In dynamic investment planning the time of investment is a significant issue. By simplifying the mathematical notation, the author of this book seeks to make control theory a practical tool that can be applied to the problem of timing. The book, first published in 1977, begins with an introduction to one important approach to control theory – dynamic programming. Then some of the relevant literature that deals with investment decision-making is reviewed. This is followed by a mathematically formulated planning model. The computational aspects of the model are discussed and a complete computer flow chart is given. The second part of the book gives a thorough application of the theory by means of a detailed case study – the planning of a steel industry. The case study illustrates how a fairly abstract dynamic analysis can be effectively integrated with practical decision-making concerns. This book is ideal for students of economics and business.
Author : Andrew Wen-Chuan Lo
Publisher :
ISBN 13 :
Total Pages : 26 pages
Book Rating : 4.:/5 (346 download)
Download or read book A Dynamic Model of Optimal Investment and Financial Policies with Costs of Adjustment and Leverage written by Andrew Wen-Chuan Lo and published by . This book was released on 1985 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : José Enrique Fernández Larrañaga
Publisher :
ISBN 13 :
Total Pages : 482 pages
Book Rating : 4.:/5 (759 download)
Download or read book Optimal Dynamic Investment Policies for Public Facilities written by José Enrique Fernández Larrañaga and published by . This book was released on 1979 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jacco Wielhouwer
Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (247 download)
Download or read book Optimal Dynamic Investment Policy Under Different Rates for Tax Depreciation and Economic Depreciation written by Jacco Wielhouwer and published by . This book was released on 1999 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
