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The impact of background risk
Alghalith, Moawia - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 24, pp. 6506-6508
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. …
Persistent link: https://www.econbiz.de/10010874124
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Optimal investment under partial information
Björk, Tomas; Davis, Mark; Landén, Camilla - In: Mathematical Methods of Operations Research 71 (2010) 2, pp. 371-399
manage to provide a surprisingly explicit representation of the optimal terminal wealth as well as of the optimal portfolio …
Persistent link: https://www.econbiz.de/10010999871
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Determinants of Commercial Banks¡¯ Lending Behavior in Nigeria
Olokoyo, Felicia Omowunmi - In: International Journal of Financial Research 2 (2011) 2, pp. 61-72
advance (LOA) and other determinants or variables such as their volume of deposits (Vd), their investment portfolio (Ip …
Persistent link: https://www.econbiz.de/10011267618
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The interaction among production, hedging and investment decisions
Alghalith, Moawia - In: Economic Modelling 30 (2013) C, pp. 193-195
In this paper, we examine the interaction among the investment, production and hedging decisions. In so doing, we …
Persistent link: https://www.econbiz.de/10010608275
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PARTICULARITIES CONCERNING THE PROFITABILITY AND THE FINANCIAL INSTRUMENTS PORTFOLIO RISK
MINEA, Valentina; MANEA, Liliana; LUPU, Maria - In: Internal Auditing and Risk Management 2 (2013) 30, pp. 189-201
helped the portfolio management named also the management of financial assets to enter into a most favorable environment. The …
Persistent link: https://www.econbiz.de/10010726388
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Forward dynamic utility functions: A new model and new results
Alghalith, Moawia - In: European Journal of Operational Research 223 (2012) 3, pp. 842-845
A major obstacle in the existing models of forward dynamic utilities and investment performance evaluation is to …-continuous viscosity solutions to the portfolio model. …
Persistent link: https://www.econbiz.de/10010871202
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Forward dynamic utilities: a new model and new results
Moawia, Alghalith - Volkswirtschaftliche Fakultät, … - 2010
, we introduce Hausdorff-continuous viscosity solutions to the portfolio model. …
Persistent link: https://www.econbiz.de/10008633344
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General closed-form solutions to the dynamic optimization problem in incomplete markets
Moawia, Alghalith - Volkswirtschaftliche Fakultät, … - 2009
the optimal portfolio as a function of the optimal consumption and show the impact of optimal consumption on the optimal … portfolio. …
Persistent link: https://www.econbiz.de/10008457184
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GENERAL CLOSED-FORM SOLUTIONS TO THE DYNAMIC OPTIMIZATION PROBLEM IN INCOMPLETE MARKETS
Alghalith, Moawia - Department of Economics, University of the West Indies - 2009
the optimal portfolio as a function of the optimal consumption and show the impact of optimal consumption on the optimal … portfolio. …
Persistent link: https://www.econbiz.de/10008459964
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Optimal investment under partial information
Björk, Tomas; Davis, Mark; Landén, Camilla - In: Computational Statistics 71 (2010) 2, pp. 371-399
manage to provide a surprisingly explicit representation of the optimal terminal wealth as well as of the optimal portfolio …
Persistent link: https://www.econbiz.de/10010759460