Optimal Investment Policy : An Application of Stokes' Theorem

An application of the Stokes' theorem is illustrated by solving the two state problem, with inequality constraints, of Dobell and Ho concerning the optimal investment of resources. Whenever applicable, the Stokes' theorem approach seems to be elegant and parsimonious

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Year of publication:	2014
Authors:	Sethi, Suresh
Publisher:	[2014]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Portfolio-Management \| Portfolio selection \| Investitionspolitik \| Investment policy

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Extent:	1 Online-Ressource (5 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Optimization Theory and Applications, Vol. 18, No. 2, pp. 229-233, February 1976 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 1, 1976 erstellt
Classification:	E22 - Capital; Investment (including Inventories); Capacity ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; A00 - General Economics and Teaching. General ; J00 - Labor and Demographic Economics. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013071076