Zobrazeno 1 - 10
of 60
pro vyhledávání: '"Dynamic stochastic programming"'
Publikováno v:
Journal of Business Economics and Management, Vol 21, Iss 2 (2020)
This paper investigates the effect of derivatives on the relationship between the foreign exchange rate and the stock market. A theoretical model is used to extend the understanding of that relationship. Also, the model is tested with an empirical an
Externí odkaz:
https://doaj.org/article/f4095e08a9eb4622a5f9b6c5b670121c
Publikováno v:
Ekonomický časopis / Journal of Economics. 63(02):133-151
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=164955
Publikováno v:
Ekonomický časopis / Journal of Economics. 57(08):756-771
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=247515
Autor:
Melicherčik Igor, Ševčovič Daniel
Publikováno v:
Yugoslav Journal of Operations Research, Vol 20, Iss 1, Pp 1-24 (2010)
We propose a dynamic stochastic accumulation model for determining optimal decision between stock and bond investments during accumulation of pension savings. Stock prices are assumed to be driven by the geometric Brownian motion. Interest rates are
Externí odkaz:
https://doaj.org/article/9b57e6e9138b48dd8e99f84bd4ec1b81
Akademický článek
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Publikováno v:
Annals of Operations Research. 292:973-1000
We analyse an optimal goal-based households’ asset-liability management problem characterised by a real estate target and a retirement goal over a long-term planning horizon. The problem is formulated as a multistage stochastic program and we evalu
[pt] Finanças corporativas compreendem políticas de investimento, financiamento e dividendo cujo objetivo é maximizar o valor do acionista. Em particular, os resultados de empresas produtoras de commodities e, consequentemente, o valor para seus a
Publikováno v:
Journal of Business Economics and Management; Vol 21 No 2 (2020); 610-626
Journal of Business Economics and Management, Vol 21, Iss 2 (2020)
Journal of Business Economics and Management, Vol 21, Iss 2 (2020)
This paper investigates the effect of derivatives on the relationship between the foreign exchange rate and the stock market. A theoretical model is used to extend the understanding of that relationship. Also, the model is tested with an empirical an
Publikováno v:
Ekonomìčnij Vìsnik Nacìonalʹnogo Tehnìčnogo Unìversitetu Ukraïni "Kiïvsʹkij Polìtehnìčnij Institut", Vol 0, Iss 16 (2019)
Економічний вісник НТУУ «КПІ» : збірник наукових праць, 2019, № 16
Економічний вісник НТУУ «КПІ» : збірник наукових праць, 2019, № 16
В цій роботі представлені стохастичні моделі управління запасами. Перша – неперервна модель поставок товару з обмеженнями тільки на ма
Autor:
Giorgio Consigli, Massimo Di Tria
The industry of online personal financial services is expected over the next years to absorb an increasing share of households and individuals' savings and investment decisions with a parallel expansion of tailored decision tools and underlying metho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8f4ca51f0ace727f7cb8ad1ce9060932
http://hdl.handle.net/10446/128499
http://hdl.handle.net/10446/128499