Portfolio Optimization without the Self-Financing Assumption

来源 :理论数学进展(英文) | 被引量 : 0次 | 上传用户：rhux1069

【摘要】

：

In this paper, we relax the assumption of a self-financing strategy in the dynamic investment models. In so doing we provide smooth solutions and constrained vi

【作者】

：

Moawia Alghalith

【机构】

：

不详

【出处】

：

理论数学进展(英文)

【发表日期】

：

2011年3期

【关键词】

：

PORTFOLIO INVESTMENT STOCHASTIC VISCOSITY Solutions Self FINANCING Portfolio Inv

下载到本地 , 更方便阅读

下载此文赞助VIP

声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架

论文部分内容阅读

In this paper, we relax the assumption of a self-financing strategy in the dynamic investment models. In so doing we provide smooth solutions and constrained viscosity solutions.

其他文献

Probabilistic Distance, Capacity Clustering Location Model of a Semi-Obnoxious Facility, a Real Case

The collection of solid waste from third class communities in most devel-oping countries is by skip containers, however, the location of these facilities has be

期刊

PROBABILISTICFACILITYLOCATIONCapacitySolidWasteSKIPContainerClusteringP

内外兼“秀”Canon XNU i320

Canon XNU i320采用白色为基调，同时配以清新的蓝色；它的进纸架和出纸架都设计成折叠式，无论是打开还是合上都浑然一体，完全可被看作是一件艺术品。小巧玲珑的外观、优雅的曲线使

期刊

CanonXNUi320打印机打印头USB2.0接口色彩匹配

赛尔三矿A4010工作面瓦斯治理实践

通过分析A4010工作面瓦斯涌出来源,并结合现场高位钻孔抽放的实践应用,提出了采取优化高位钻孔提高采空区瓦斯抽放效果和采用均压通风抑制相邻采空区瓦斯涌出的综合治理措施,

期刊

瓦斯裂隙带高位钻孔均压通风

Minimizing the Loss Probability in M/M/2/1 Queueing System with Ordered Entry

This study analyzed the M/M/2/1 queueing model with queue of length one (waiting room of capacity just one), heterogeneous servers and ordered entry using the m

期刊

LossPROBABILITYHeterogeneousServersSemi-MarkovProcessLaplace-StieltjesTra

A Tiling Lemma and Its Application to the Ratio Test for Convergence of Series

We prove that any collection which tiles the positive integers must contain one of two types of sub-collections. We then use this result to prove a variation of

期刊

TILINGRatioTestBANACHFIXED-POINTTHEOREMTilingRatio TestBanach Fixed-Poin

突出煤层综采工作面瓦斯涌出规律及治理

通过对高瓦斯突出煤层综采工作面瓦斯涌出规律的分析，提出了相应的瓦斯综合治理措施，确保了高瓦斯突出煤层综采工作面的安全生产。

期刊

突出煤层综采工作面瓦斯涌出规律瓦斯治理

心肌及脑损伤指标在儿童手足口病病情评估中的意义

目的探讨心肌损伤及脑损伤指标检测在儿童手足口病（HFMD）病情评估中的临床意义。方法将116例HFMD患儿分为轻症组92例,重症组24例,另选40例健康儿童作为对照组。所有患儿和对照

期刊

手足口病儿童心肌损伤脑损伤神经元特异性烯醇化酶hand-foot-mouth disease infant myocardial injury

火电厂静电除尘器的选择

介绍了2004年开始执行的《火电厂大气污染物排放标准GB13223—2003》定的火力发电厂锅炉烟尘允许排放浓度，提出了锅炉出口不同的烟尘浓度所需要的除尘效率，对电除尘器的选择提

期刊

电除尘器电场烟尘浓度

Better Algorithm of Ordinal Online Schedule for Jobs with Similar Sizes on Two Machines

Ordinal online schedule for jobs with similar sizes in on two parallel machines system is considered. Firstly it is proved that the worst case performance ratio

期刊

SEMI-ONLINESchedulingPmALGORITHMSALGORITHMWorstPerformanceRatioSemi-Onl

产科护士疼痛知识培训在提高妇产科护理质量中的应用效果研究

目的探讨产科护士疼痛知识培训对提高产科护理质量的应用效果。方法将本院20名产科护士随机分为实验组及对照组各10人。实验组进行疼痛护理相关的理论知识以及疼痛护理的相关

期刊

产科护士疼痛知识培训护理质量obstetric nurses pain knowledge training quality of nursing

Portfolio Optimization without the Self-Financing Assumption

其他学术论文