Capital growth with security
Article Abstract:
The allocation of capital over time with several risky assets is discussed. Specific goals are achieved by high probability and theory for the dynamic allocation of wealth in stocks, bonds and cash equivalents.
Publisher: Elsevier B.V.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2004
Investment management, Capital gains
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2004
User Contributions:
Comment about this article or add new information about this topic:
Computing solutions to moral-hazard programs using the Dantzig-Wolfe decomposition algorithm
Article Abstract:
The moral-hazard programs that have a structure that allows them to be computed using the Dantzig-Wolfe decomposition algorithm is demonstrated. The role of action lotteries is also examined.
Publisher: Elsevier B.V.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2004
Usage, Decomposition method
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2004
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: United States, Analysis, Economics, Economic theory
Similar abstracts:
- Abstracts: Limited information capacity as a source of inertia. Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
- Abstracts: Vertical integration and competition. On the sample economics of advertising, marketing and product design. Multiproduct quality competition: fighting brands and product line pricing
- Abstracts: Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands. Risk sensitive asset allocation
- Abstracts: The organisation of capabilities. Learning to play Cournot duopoly strategies. Production in advance versus production to order
- Abstracts: Intra-national labor market adjustment in the candidate countries. part 2 The locking-in effect of subsidized jobs
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.