A theory of optimal timing and selectivity

Article Abstract:

The solution for an extended optimal portfolio problem in continuous time for any horizon has been derived. The portfolio choice has stochastic expected returns, stochastic variance and investors are allowed to purchase information on stochastic processes to improve their portfolios. Results are obtained in terms of selection information results, timing information results, portfolio results, fund flow results and strategic results related to the interaction of timing and selection strategies over time.

Portfolio Management, Models, Investment analysis, Securities analysis

---

Determinants of foreign equity share of international joint ventures

Article Abstract:

Multinational Corporations, while setting up joint ventures, keep the larger part of the shares tom reduce the risk that may arise due to the fluctuations in cost advantage.

United Kingdom, Joint ventures, Securities issued, listed, Multinational Corporations, International business enterprises, Securities, Company securities, Company joint venture

---

Similar abstracts:

• Abstracts: Asset pricing and the role of money in an intergenerational economy. The risk and price volatility of stock options in general equilibrium
• Abstracts: Theories of competition and market performance: multimarket competition and the source of potential entry. Multimarket competition: theory and evidence
• Abstracts: Factor proportions and relative wages: the supply-side determinants of wage inequality. The negative Income Tax and the evolution of U.S. Welfare Policy
• Abstracts: The timing and value of forecast and recommendation revisions. Value creation and corporate diversification: the case of Sears, Roebuck and Co
• Abstracts: Entrepreneurship and network externalities. Necessary and sufficient conditions for the equivalence of economic and ecological criteria in range management

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.