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 …

advance (LOA) and other determinants or variables such as their volume of deposits (Vd), their investment portfolio (Ip …

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

helped the portfolio management named also the management of financial assets to enter into a most favorable environment. The …

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

, we introduce Hausdorff-continuous viscosity solutions to the portfolio model. …

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 …

coefficient at financial investment companies (FICs). Thus, of the 82 companies listed on the first three categories of the …