Narrow search
Showing 371 - 374 of 374
Cover Image
The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method
Chiarella, Carl; Hsiao, Chih-Ying - In: Computational Economics 28 (2006) 2, pp. 113-137
Persistent link: https://www.econbiz.de/10005674126
Cover Image
The optimal control of emissions and renewable resource harvesting under uncertainty
Olsen, J.; Shortle, James - In: Environmental & Resource Economics 7 (1996) 2, pp. 97-115
A model of a renewable resource is developed where the growth and quality of the resource are reduced by pollution. Ambient pollution concentrations and the renewable resource stock are modeled as stochastic processes. Conditions for the optimal harvest plan and the optimal emissions rate are...
Persistent link: https://www.econbiz.de/10005722193
Cover Image
Optimal trading and competition with information in the price impact model
Xu, Longjie; Shi, Yufeng - In: Quantitative finance 24 (2024) 6, pp. 811-825
Persistent link: https://www.econbiz.de/10015050798
Cover Image
Dynamic contracting in asset management under the investor-partner-manager relationship
Keppo, Jussi; Touzi, Nizar; Zuo, Ruiting - In: Operations research 72 (2024) 3, pp. 903-915
Persistent link: https://www.econbiz.de/10014556839