Showing 1 - 20 results of 73 for search '"investment strategy"', query time: 0.06s Refine Results
  1. 1

    Precommitted Investment Strategy versus Time-Consistent Investment Strategy for a Dual Risk Model by Lidong Zhang, Ximin Rong, Ziping Du

    Published 2014-01-01
    “…We are concerned with optimal investment strategy for a dual risk model. We assume that the company can invest into a risk-free asset and a risky asset. …”
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    Article
  2. 2

    Precommitted Investment Strategy versus Time-Consistent Investment Strategy for a General Risk Model with Diffusion by Lidong Zhang, Ximin Rong, Ziping Du

    Published 2014-01-01
    “…A lagrange method is proposed to derive the precommitted investment strategy. Meanwhile from the game theoretical perspective, we find the time-consistent investment strategy by solving the extended Hamilton-Jacobi-Bellman equations. …”
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    Article
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    Risk management analysis and investment strategy on forex online trading by Hartono Hartono, Nersiwad Nersiwad, Mohammad Muslimin, Fachrudy Asj'ari, Moses Martins

    Published 2024-06-01
    Subjects: “…risk management, investation strategy, forex online trading…”
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    Article
  6. 6

    INVESTMENT STRATEGIES OF INSTITUTIONAL INVESTORS: SOVEREIGN WEALTH FUNDS VS ENDOWMENTS by E. S. Biryukov

    Published 2013-12-01
    “…With the expand of the spectrum of instruments in which the funds are invested the income volatility increases either, and therefore the institutional investors should be both transparent and explain to the public the motives of investment strategy changes.…”
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    Article
  7. 7

    CSR Investment Strategy for Live-Streaming Supply Chain Considering Consumer Preference by Guohu Qi, Suqin Sun, Xuemei Zhang, Zhi Liu, Juan Tang

    Published 2024-12-01
    “…Additionally, the impact of CSR investment strategy on consumers and both firms of LSSC investing in CSR are analyzed. …”
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    Article
  8. 8

    An Optimal Investment Strategy and Multiperiod Deposit Insurance Pricing Model for Commercial Banks by Grant E. Muller

    Published 2018-01-01
    “…We employ the method of stochastic optimal control to derive the optimal investment strategy for maximizing an expected exponential utility of a commercial bank’s capital at some future date T>0. …”
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    Article
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    Option Volatility Investment Strategy: The Combination of Neural Network and Classical Volatility Prediction Model by Yuanyang Teng, Yicun Li, Xiaobo Wu

    Published 2022-01-01
    “…In terms of option investment strategy, this paper constructs a CSI 300 index option portfolio which hedges the underlying asset price risk and exposes the volatility risk. …”
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    Article
  10. 10

    Manufacturer’s R&D Investment Strategy and Pricing Decisions in a Decentralized Supply Chain by Hengyun Zhang, Dingjun Hong

    Published 2017-01-01
    “…We first investigate and derive the optimal investment strategy and pricing decisions by establishing a three-stage game model. …”
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    Article
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    Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model by Chubing Zhang, Ximing Rong

    Published 2013-01-01
    “…We study the optimal investment strategies of DC pension, with the stochastic interest rate (including the CIR model and the Vasicek model) and stochastic salary. …”
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    Article
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    Mitigating climate change with financial investments: exploring sustainable investment strategies in a novel experimental investment paradigm by Hulda Karlsson-Larsson, Arvid Erlandsson, Joakim Sandberg, Daniel Västfjäll

    Published 2025-01-01
    “…With this research, we explored how decision-makers use three investment strategies illustrating different primary motives: (1) money maximization (economic self-interest), (2) exclusion (not personally harming the environment), and (3) inclusion (helping the environment most efficiently). …”
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    SOCIALLY RESPONSIBLE INVESTING AS THE DI-RECTION OF CAPITAL MARKET DEVELOPMENT by Grażyna Michalczuk, Urszula Konarzewska

    Published 2020-06-01
    Subjects: “…socially responsible investing strategies…”
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    Article
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    Optimal Asset Allocation for CRRA and CARA Insurers under the Vasicek Interest Rate Model by Hanlei Hu, Shaoyong Lai, Hongjing Chen

    Published 2022-01-01
    “…Stochastic control theory and dynamic programming principle are applied to investigate the optimal proportional reinsurance-investment strategy for an insurer under the Vasicek stochastic interest rate model. …”
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    Article
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    Contrasting the Performance of Active and Passive Unit Trusts under Normal Market Conditions: Is the Experience of Emerging Markets Different? by Thabo J. Gopane, Mukundi Ravhura

    Published 2024-05-01
    “… The predominant tradition in the literature is to scrutinise the competitive performance of passive and active investment strategies with less regard to the prevailing market climate. …”
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    Article