OPTIMAL INVESTMENT POLICY

被引：1
|
作者：
LEFEBVRE, M
机构：
[1] Departement de Mathématiques Appliquées, Ecole Polytechnique de Montréal, Montréal,QC,H3C 3A7, Canada
来源：
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 1987年 / 18卷 / 01期
关键词：
D O I：
10.1080/00207728708963949
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
4
引用
收藏
页码：75 / 81
页数：7
相关论文
共 50 条
  • [1] OPTIMAL INVESTMENT AND FINANCING POLICY
    GORDON, MJ
    JOURNAL OF FINANCE, 1963, 18 (02): : 264 - 272
  • [2] AN OPTIMAL INVESTMENT AND INVENTORY POLICY
    VANDEWATER, H
    VANDERVAART, T
    INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 1991, 22 (03) : 211 - 216
  • [3] Leverage, investment, and optimal monetary policy
    Occhino, Filippo
    Pescatori, Andrea
    B E JOURNAL OF MACROECONOMICS, 2014, 14 (01): : 511 - 531
  • [4] OPTIMAL INVESTMENT POLICY OF AN INSURANCE FIRM
    TAPIERO, CS
    ZUCKERMAN, D
    INSURANCE MATHEMATICS & ECONOMICS, 1983, 2 (02): : 103 - 112
  • [5] OPTIMAL INVESTMENT POLICY OF THE REGULATED FIRM
    KATAYAMA, S
    ABE, F
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1989, 13 (04): : 533 - 552
  • [6] STOCHASTIC OPTIMAL CONTROL OF INVESTMENT POLICY
    Mallappa
    Talawar, A. S.
    INTERNATIONAL JOURNAL OF AGRICULTURAL AND STATISTICAL SCIENCES, 2019, 15 (02): : 487 - 492
  • [7] OPTIMAL INVESTMENT POLICY - APPLICATION OF STOKES THEOREM
    SETHI, SP
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1976, 18 (02) : 229 - 233
  • [8] RISK-SENSITIVE OPTIMAL INVESTMENT POLICY
    LEFEBVRE, M
    MONTULET, P
    INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1994, 25 (01) : 183 - 192
  • [9] OPTIMAL CAPITAL POLICY WITH BOUNDED INVESTMENT PLANS
    APPELBAUM, E
    HARRIS, RG
    INTERNATIONAL ECONOMIC REVIEW, 1978, 19 (01) : 103 - 114
  • [10] The optimal policy for insurance company with technology investment
    Chen, Shu-Min
    Li, Zhong-Fei
    Kongzhi Lilun Yu Yingyong/Control Theory and Applications, 2010, 27 (07): : 861 - 866
12345