A major obstacle in the existing models of forward dynamic utilities and investment performance evaluation is to …-continuous viscosity solutions to the portfolio model. …

In this paper, we introduce an incomplete-market dynamic investment model with a correlated background risk. In so … doing, we show the impact of background risk on the investment decisions. …

manage to provide a surprisingly explicit representation of the optimal terminal wealth as well as of the optimal portfolio …

Portfolio space (first time published at [1]) enables us to formalize economic activities in bookkeeping framework. In … of one new product. In paper [3] portfolio play was emiched about relative price of money interest rate and also unit … was defmed. In this paper author has defined some key vectors of investment decision process. The process is decomposed …

In this paper, we examine the interaction among the investment, production and hedging decisions. In so doing, we …

manage to provide a surprisingly explicit representation of the optimal terminal wealth as well as of the optimal portfolio …

composition of a portfolio, highlighting the expected features of each programme type, and thereby directing management attention …

-driven explanations and research in IE. These preliminary results reveal a new concept labeled here as opportunity portfolio processing … processes but not previously documented mechanisms in IE. Our study allowed us to induce a set of IE opportunity portfolio … that, taken together, move us closer to an opportunity portfolio perspective in IE. Copyright Springer Science …