搜索结果: 1-15 共查到“经济学 Period”相关记录28条 . 查询时间(0.159 秒)
Performance bounds and suboptimal policies for multi-period investment
Dynamic trading assets distribution return on assets investment and trade
2015/8/7
We consider dynamic trading of a portfolio of assets in discrete periods over a finite time horizon, with arbitrary time-varying distribution of asset returns. The goal is to maximize the total expect...
上海财经大学经济学院高级宏观经济学课件ILecture 3 Two-Period Economy Models (Continued)
上海财经大学经济学院 高级宏观经济学 课件I Lecture 3 Two-Period Economy Models Continued
2012/7/9
上海财经大学经济学院高级宏观经济学课件ILecture 3 Two-Period Economy Models (Continued).
上海财经大学经济学院高级宏观经济学课件ILecture 2 Two-Period Economy Models
上海财经大学经济学院 高级宏观经济学 课件I Lecture 2 Two-Period Economy Models
2012/7/9
上海财经大学经济学院高级宏观经济学课件ILecture 2 Two-Period Economy Models.
On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Return Predictability
multi-period asset allocation expected utility optimization exponential utility func-tion return predictability.
2012/9/14
In this paper we derive the exact solution of the multi-period portfolio choice problem for an exponential utility function under return predictability. It is assumed that the asset returns depend on ...
A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function
multi-period asset allocation quadratic utility function closed-form solution tan-gency portfolio
2012/9/14
In the present paper, we derive a closed-form solution of the multi-period portfolio choice problem for a quadratic utility function with and without a riskless asset. All results are derived under we...
A Multi Period Equilibrium Pricing Model
Time inconsistent control incomplete market equilibrium price
2012/6/5
In this paper, we propose an equilibrium pricing model in a dynamic multi-period stochastic framework with uncertain income streams. In an incomplete market, there exist two traded risky assets (e.g. ...
Changing factor market conditions in South Africa: the capital market – a sectoral description of the period 1970–97
capital markets commodity sector manufacturing industry capital productitivity
2011/9/12
This article explores changing conditions in South African real capital markets. Noteworthy is the evidence of strong restructuring in this market during the 1990s. Whereas the 1970s and 1980s showed ...
Changes in agricultural land ownership in Poland in the period of the market economy
land ownership land use agriculture land fragmentation transformation Central and Eastern Europe Poland
2014/2/27
The article concentrates on the changes of ownership ongoing in Polish agriculture in the period 1989–2004. Since Polish agriculture was above all private in nature throughout the period of communism,...
The allocation of financial resources of the EU Structural Funds and Cohesion Fund during the period 2007–2013
Regional policy Structural Funds Cohesion Fund budget allocation
2014/2/27
The article describes a model to predict the allocation of the EU Structural Funds and the Cohesion Fund over the EU member states. By comparing the predicted allocation with the real allocation, it i...
Financial position of food industry in vojvodina during transition period
food industry transition balance analysis result financial structure
2014/2/27
The paper analyzes the main indicators of the economic position of companies in the field of food industry in Vojvodina. The examined nine-year period coincides with the final stage of the ownership t...
Liquidity-adjusted Market Risk Measures with Stochastic Holding Period
Liquidity Risk Random Holding Period Systemic Risk
2010/10/21
Within the context of risk integration, we introduce in risk measurement stochastic holding period (SHP) models. This is done in order to obtain a `liquidity-adjusted risk measure' characterized by t...
The individual income distribution in Argentina in the period 2000-2009. A unique source of non stationary data
income distribution Argentina 2000-2009 stationary data
2010/10/20
The economic crisis in Argentina around year 2002 provides a unique opportunity for Econophysics studies. The available data on individual income are analyzed to show that they correspond to non stati...
Diagnostics and decision-making of the company management within the period of economic crisis and recession
diagnostics homeostasis crisis management business environment
2014/4/1
Enterprises are socio-economic entities with bonds to their environment. Their economic health is evaluated by the means of adequate diagnostic methods. When evaluating a processing business as a livi...
Robust mean-variance hedging in the single period model
The min-max problem mean-variance hedging maximum principle robust optimization
2010/11/2
We give an explicit solution of robust mean-variance hedging problem in the single period model for some type of contingent claims. The alternative approach is also considered.
Convex Risk Measures: Lebesgue Property on one Period and Multi Period Risk Measures and Application in Capital Allocation Problem
Convex Risk Measures Lebesgue Property Period Multi Period Risk Measures Application Capital Allocation Problem
2010/12/17
In this work we study the Lebesgue property for convex risk measures on the space of bounded c\`adl\`ag random processes ($\mathcal{R}^\infty$). Lebesgue property has been defined for one period conv...