Cho, Daeha; Kim, Kwang Hwan Inefficient relative price fluctuations. (English) Zbl 07526543 J. Econ. Dyn. Control 137, Article ID 104348, 18 p. (2022). MSC: 91B64 91B66 PDF BibTeX XML Cite \textit{D. Cho} and \textit{K. H. Kim}, J. Econ. Dyn. Control 137, Article ID 104348, 18 p. (2022; Zbl 07526543) Full Text: DOI OpenURL
Ferrari, Giorgio; Li, Hanwu; Riedel, Frank A Knightian irreversible investment problem. (English) Zbl 1475.91327 J. Math. Anal. Appl. 507, No. 1, Article ID 125744, 39 p. (2022). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{G. Ferrari} et al., J. Math. Anal. Appl. 507, No. 1, Article ID 125744, 39 p. (2022; Zbl 1475.91327) Full Text: DOI arXiv OpenURL
Pfeiffer, Philipp; Roeger, Werner; Vogel, Lukas Optimal fiscal policy with low interest rates for government debt. (English) Zbl 1478.91124 J. Econ. Dyn. Control 132, Article ID 104210, 17 p. (2021). MSC: 91B64 91G30 PDF BibTeX XML Cite \textit{P. Pfeiffer} et al., J. Econ. Dyn. Control 132, Article ID 104210, 17 p. (2021; Zbl 1478.91124) Full Text: DOI OpenURL
Kolokoltsov, Vassili N.; Malafeyev, Oleg A. Many agent games in socio-economic systems: corruption, inspection, coalition building, network growth, security. (English) Zbl 1431.91004 Springer Series in Operations Research and Financial Engineering. Cham: Springer (ISBN 978-3-030-12370-3/hbk; 978-3-030-12371-0/ebook). xix, 196 p. (2019). Reviewer: Tadeusz Radzik (Jelenia Góra) MSC: 91-02 91A16 91A15 91A22 91A80 91A43 91B62 91D99 60J28 49J15 PDF BibTeX XML Cite \textit{V. N. Kolokoltsov} and \textit{O. A. Malafeyev}, Many agent games in socio-economic systems: corruption, inspection, coalition building, network growth, security. Cham: Springer (2019; Zbl 1431.91004) Full Text: DOI Link OpenURL
Zhang, Jiesong Diffusion approximation and optimal investment for modern risk model. (Chinese. English summary) Zbl 1389.91055 J. Shandong Univ., Nat. Sci. 52, No. 5, 49-57 (2017). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{J. Zhang}, J. Shandong Univ., Nat. Sci. 52, No. 5, 49--57 (2017; Zbl 1389.91055) Full Text: DOI OpenURL
Li, Gang; Chen, Zhi Ping; Liu, Jia Optimal policy for a time consistent mean-variance model with regime switching. (English) Zbl 1433.91160 IMA J. Manag. Math. 27, No. 2, 211-234 (2016). MSC: 91G10 91G80 90C39 PDF BibTeX XML Cite \textit{G. Li} et al., IMA J. Manag. Math. 27, No. 2, 211--234 (2016; Zbl 1433.91160) Full Text: DOI OpenURL
Chernonog, Tatyana; Khmelnitsky, Eugene An optimal time-management policy for labor supply and consumption decisions. (English) Zbl 1364.91140 CEJOR, Cent. Eur. J. Oper. Res. 24, No. 3, 617-635 (2016). MSC: 91G10 91B40 49N90 PDF BibTeX XML Cite \textit{T. Chernonog} and \textit{E. Khmelnitsky}, CEJOR, Cent. Eur. J. Oper. Res. 24, No. 3, 617--635 (2016; Zbl 1364.91140) Full Text: DOI OpenURL
Zhang, Jiesong; Xiao, Qingxian Optimal insurance investment with dependent claims under the constraints of VaR and policy. (Chinese. English summary) Zbl 1340.91066 Acta Anal. Funct. Appl. 17, No. 1, 71-78 (2015). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{J. Zhang} and \textit{Q. Xiao}, Acta Anal. Funct. Appl. 17, No. 1, 71--78 (2015; Zbl 1340.91066) OpenURL
Jin, Zhuo; Stockbridge, Rebecca; Yin, George Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management. (English) Zbl 1349.91308 Comput. Methods Appl. Math. 15, No. 3, 331-351 (2015). MSC: 91G60 91B30 93E20 60H35 65C05 65C40 93B40 PDF BibTeX XML Cite \textit{Z. Jin} et al., Comput. Methods Appl. Math. 15, No. 3, 331--351 (2015; Zbl 1349.91308) Full Text: DOI OpenURL
Kronborg, Morten Tolver; Steffensen, Mogens Inconsistent investment and consumption problems. (English) Zbl 1336.91069 Appl. Math. Optim. 71, No. 3, 473-515 (2015). Reviewer: Vivek S. Borkar (Mumbai) MSC: 91G10 91G80 93E20 49L20 PDF BibTeX XML Cite \textit{M. T. Kronborg} and \textit{M. Steffensen}, Appl. Math. Optim. 71, No. 3, 473--515 (2015; Zbl 1336.91069) Full Text: DOI OpenURL
Chen, Zhiping; Li, Gang; Zhao, Yonggan Time-consistent investment policies in Markovian markets: a case of mean-variance analysis. (English) Zbl 1402.91672 J. Econ. Dyn. Control 40, 293-316 (2014). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{Z. Chen} et al., J. Econ. Dyn. Control 40, 293--316 (2014; Zbl 1402.91672) Full Text: DOI OpenURL
Gerhold, Stefan; Guasoni, Paolo; Muhle-Karbe, Johannes; Schachermayer, Walter Transaction costs, trading volume, and the liquidity premium. (English) Zbl 1305.91218 Finance Stoch. 18, No. 1, 1-37 (2014). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 PDF BibTeX XML Cite \textit{S. Gerhold} et al., Finance Stoch. 18, No. 1, 1--37 (2014; Zbl 1305.91218) Full Text: DOI arXiv OpenURL
Jin, Zhuo; Yang, Hailiang; Yin, Gang George Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. (English) Zbl 1364.93863 Automatica 49, No. 8, 2317-2329 (2013). MSC: 93E20 91G10 60J10 60J75 93C10 49J40 PDF BibTeX XML Cite \textit{Z. Jin} et al., Automatica 49, No. 8, 2317--2329 (2013; Zbl 1364.93863) Full Text: DOI Link OpenURL
Chen, Zhi-ping; Li, Gang; Guo, Ju-e Optimal investment policy in the time consistent mean-variance formulation. (English) Zbl 1284.91514 Insur. Math. Econ. 52, No. 2, 145-156 (2013). MSC: 91G10 91B30 91B70 90C39 PDF BibTeX XML Cite \textit{Z.-p. Chen} et al., Insur. Math. Econ. 52, No. 2, 145--156 (2013; Zbl 1284.91514) Full Text: DOI OpenURL
Guo, Wen-Jing; Cai, Jun Portfolio optimization with uncertain exit time in infinite-time horizon. (English) Zbl 1292.91162 Acta Math. Appl. Sin., Engl. Ser. 29, No. 4, 673-684 (2013). MSC: 91G10 90C39 49L20 PDF BibTeX XML Cite \textit{W.-J. Guo} and \textit{J. Cai}, Acta Math. Appl. Sin., Engl. Ser. 29, No. 4, 673--684 (2013; Zbl 1292.91162) Full Text: DOI OpenURL
Jin, Zhuo; Yin, G. Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls. (English) Zbl 1276.49022 J. Optim. Theory Appl. 159, No. 1, 246-271 (2013). MSC: 49M30 49L20 49J40 93E20 60J60 60J75 91G60 91G80 PDF BibTeX XML Cite \textit{Z. Jin} and \textit{G. Yin}, J. Optim. Theory Appl. 159, No. 1, 246--271 (2013; Zbl 1276.49022) Full Text: DOI OpenURL
Azcue, Pablo; Muler, Nora Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates. (English) Zbl 1284.91201 Insur. Math. Econ. 51, No. 1, 26-42 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{P. Azcue} and \textit{N. Muler}, Insur. Math. Econ. 51, No. 1, 26--42 (2012; Zbl 1284.91201) Full Text: DOI OpenURL
Witte, J. H.; Reisinger, C. Penalty methods for the solution of discrete HJB equations – continuous control and obstacle problems. (English) Zbl 1314.65087 SIAM J. Numer. Anal. 50, No. 2, 595-625 (2012). Reviewer: John T. Coletsos (Athens) MSC: 65K10 65M12 35F21 49J20 49J55 91B26 91G60 PDF BibTeX XML Cite \textit{J. H. Witte} and \textit{C. Reisinger}, SIAM J. Numer. Anal. 50, No. 2, 595--625 (2012; Zbl 1314.65087) Full Text: DOI arXiv OpenURL
Wang, J.; Forsyth, P. A. Comparison of mean variance like strategies for optimal asset allocation problems. (English) Zbl 1282.91312 Int. J. Theor. Appl. Finance 15, No. 2, Article ID 1250014, 32 p. (2012). MSC: 91G10 91G60 65N06 PDF BibTeX XML Cite \textit{J. Wang} and \textit{P. A. Forsyth}, Int. J. Theor. Appl. Finance 15, No. 2, Article ID 1250014, 32 p. (2012; Zbl 1282.91312) Full Text: DOI OpenURL
Cruz-Suárez, Hugo; Montes-de-Oca, Raúl.; Zacarías, Gabriel A consumption-investment problem modelled as a discounted Markov decision process. (English) Zbl 1241.93053 Kybernetika 47, No. 6, 909-929 (2011). MSC: 93E12 62M02 91B42 PDF BibTeX XML Cite \textit{H. Cruz-Suárez} et al., Kybernetika 47, No. 6, 909--929 (2011; Zbl 1241.93053) Full Text: EuDML Link OpenURL
Bensoussan, Alain; Diltz, J. David; Hoe, Singru (Celine) Real options and competition. (English) Zbl 1236.91140 Tsoi, Allanus (ed.) et al., Stochastic analysis, stochastic systems, and applications to finance. Papers based on the presentations at the 1st Kansas-Missouri winter school of applied probability, Colombia, MO, USA, February 14–15, 2008. Hackensack, NJ: World Scientific (ISBN 978-981-4355-70-4/hbk; 978-981-4355-71-1/ebook). 63-100 (2011). Reviewer: Weiping Li (Stillwater) MSC: 91G50 91A65 91A23 PDF BibTeX XML Cite \textit{A. Bensoussan} et al., in: Stochastic analysis, stochastic systems, and applications to finance. Papers based on the presentations at the 1st Kansas-Missouri winter school of applied probability, Colombia, MO, USA, February 14--15, 2008. Hackensack, NJ: World Scientific. 63--100 (2011; Zbl 1236.91140) Full Text: Link OpenURL
Jeong, Mi Ock; Lee, Eui Yong Optimal control of the surplus in an insurance policy. (English) Zbl 1294.91078 J. Korean Stat. Soc. 39, No. 4, 431-437 (2010). MSC: 91B30 60J25 PDF BibTeX XML Cite \textit{M. O. Jeong} and \textit{E. Y. Lee}, J. Korean Stat. Soc. 39, No. 4, 431--437 (2010; Zbl 1294.91078) Full Text: DOI OpenURL
Zeng, Yan; Li, Zhongfei Optimal investment strategy for insurers under linear constraint. (Chinese. English summary) Zbl 1240.91084 OR Trans. 14, No. 2, 106-118 (2010). MSC: 91B30 91G10 91G50 PDF BibTeX XML Cite \textit{Y. Zeng} and \textit{Z. Li}, OR Trans. 14, No. 2, 106--118 (2010; Zbl 1240.91084) OpenURL
Azcue, Pablo; Muler, Nora Optimal investment policy and dividend payment strategy in an insurance company. (English) Zbl 1196.91033 Ann. Appl. Probab. 20, No. 4, 1253-1302 (2010). Reviewer: Georgiy Shevchenko (Kiev) MSC: 91B30 91G50 91B70 49L25 PDF BibTeX XML Cite \textit{P. Azcue} and \textit{N. Muler}, Ann. Appl. Probab. 20, No. 4, 1253--1302 (2010; Zbl 1196.91033) Full Text: DOI arXiv OpenURL
Gang, Yi; Zhang, Fengqin Optimal investment strategy of a kind of prey-predator system. (Chinese. English summary) Zbl 1229.91257 J. Beihua Univ., Nat. Sci. 10, No. 2, 101-105 (2009). MSC: 91B76 49N90 PDF BibTeX XML Cite \textit{Y. Gang} and \textit{F. Zhang}, J. Beihua Univ., Nat. Sci. 10, No. 2, 101--105 (2009; Zbl 1229.91257) OpenURL
Zhou, Yong; Liu, Sanyang; Hou, Zhenmei The optimal investment portfolio policy based on stochastic volatility. (Chinese. English summary) Zbl 1212.91121 OR Trans. 13, No. 2, 95-103 (2009). MSC: 91G50 90B60 49L25 PDF BibTeX XML Cite \textit{Y. Zhou} et al., OR Trans. 13, No. 2, 95--103 (2009; Zbl 1212.91121) OpenURL
Qian, Yiping; Lin, Xiang Ruin probabilities under an optimal investment and proportional reinsurance policy in a jump diffusion risk process. (English) Zbl 1189.91082 ANZIAM J. 51, No. 1, 34-48 (2009). MSC: 91B30 60J75 93E20 PDF BibTeX XML Cite \textit{Y. Qian} and \textit{X. Lin}, ANZIAM J. 51, No. 1, 34--48 (2009; Zbl 1189.91082) Full Text: DOI OpenURL
Saito, Makoto; Takeda, Yosuke A note on the robustness of the Tobin effect in incomplete markets. (English) Zbl 1102.91039 Macroecon. Dyn. 10, No. 1, 131-143 (2006). MSC: 91B26 91B64 PDF BibTeX XML Cite \textit{M. Saito} and \textit{Y. Takeda}, Macroecon. Dyn. 10, No. 1, 131--143 (2006; Zbl 1102.91039) Full Text: DOI OpenURL
Khan, M. Ali; Mitra, Tapan Discounted optimal growth in the two-sector RSS model: a geometric investigation. (English) Zbl 1194.91122 Kusuoka, Shigeo (ed.) et al., Advances in mathematical economics. Vol 8. Selected papers based on the presentation at the 3rd international conference on mathematical analysis in economic theory, Tokyo, Japan, December 20–22, 2004. Tokyo: Springer (ISBN 4-431-30898-9/hbk). Advances in Mathematical Economics 8, 349-381 (2006). MSC: 91B62 90C39 PDF BibTeX XML Cite \textit{M. A. Khan} and \textit{T. Mitra}, Adv. Math. Econ. 8, 349--381 (2006; Zbl 1194.91122) OpenURL
Nirei, Makoto Threshold behavior and aggregate fluctuation. (English) Zbl 1125.91068 J. Econ. Theory 127, No. 1, 309-322 (2006). MSC: 91B50 60G40 62E20 PDF BibTeX XML Cite \textit{M. Nirei}, J. Econ. Theory 127, No. 1, 309--322 (2006; Zbl 1125.91068) Full Text: DOI OpenURL
Haugh, M. B.; Lo, A. W. Asset allocation and derivatives. (English) Zbl 1405.91694 Quant. Finance 1, No. 1, 45-72 (2001). MSC: 91G60 91G20 91G10 60J60 PDF BibTeX XML Cite \textit{M. B. Haugh} and \textit{A. W. Lo}, Quant. Finance 1, No. 1, 45--72 (2001; Zbl 1405.91694) Full Text: DOI OpenURL
Cuoco, Domenico; Liu, Hong Optimal consumption of a divisible durable good. (English) Zbl 1031.91045 J. Econ. Dyn. Control 24, No. 4, 561-613 (2000). MSC: 91B28 91B42 91B54 PDF BibTeX XML Cite \textit{D. Cuoco} and \textit{H. Liu}, J. Econ. Dyn. Control 24, No. 4, 561--613 (2000; Zbl 1031.91045) Full Text: DOI OpenURL
Wielhouwer, J. L.; De Waegenaere, A.; Kort, P. M. Optimal dynamic investment policy for different tax depreciation rates and economic depreciation rates. (English) Zbl 1017.91032 J. Optimization Theory Appl. 106, No. 1, 23-48 (2000). Reviewer: Aleksandr D.Borisenko (Kyïv) MSC: 91B28 PDF BibTeX XML Cite \textit{J. L. Wielhouwer} et al., J. Optim. Theory Appl. 106, No. 1, 23--48 (2000; Zbl 1017.91032) Full Text: DOI OpenURL
Weerasinghe, Ananda P. N. Singular optimal strategies for investment with transaction costs. (English) Zbl 0967.93096 Ann. Appl. Probab. 8, No. 4, 1312-1330 (1998). Reviewer: Anatoly Swishchuk (Kyïv) MSC: 93E20 91G80 60G40 60H10 PDF BibTeX XML Cite \textit{A. P. N. Weerasinghe}, Ann. Appl. Probab. 8, No. 4, 1312--1330 (1998; Zbl 0967.93096) Full Text: DOI OpenURL
Browne, Sid The return on investment from proportional portfolio strategies. (English) Zbl 0904.90008 Adv. Appl. Probab. 30, No. 1, 216-238 (1998). MSC: 91B28 60F99 91B16 60J60 60H10 PDF BibTeX XML Cite \textit{S. Browne}, Adv. Appl. Probab. 30, No. 1, 216--238 (1998; Zbl 0904.90008) Full Text: DOI Link OpenURL
Brennan, Michael J.; Schwartz, Eduardo S.; Lagnado, Ronald Strategic asset allocation. (English) Zbl 0901.90008 J. Econ. Dyn. Control 21, No. 8-9, 1377-1403 (1997). MSC: 91G10 93C95 93E20 PDF BibTeX XML Cite \textit{M. J. Brennan} et al., J. Econ. Dyn. Control 21, No. 8--9, 1377--1403 (1997; Zbl 0901.90008) Full Text: DOI OpenURL
Sato, Masahiro A stochastic sequential allocation problem where the resources can be replenished. (English) Zbl 0883.90070 J. Oper. Res. Soc. Japan 40, No. 2, 206-219 (1997). MSC: 90B50 PDF BibTeX XML Cite \textit{M. Sato}, J. Oper. Res. Soc. Japan 40, No. 2, 206--219 (1997; Zbl 0883.90070) Full Text: DOI OpenURL
Boyce, John R. Optimal capital accumulation in a fishery: A nonlinear irreversible investment model. (English) Zbl 0858.90031 J. Environ. Econ. Manage. 28, No. 3, 324-339 (1995). MSC: 91B76 91B62 PDF BibTeX XML Cite \textit{J. R. Boyce}, J. Environ. Econ. Manage. 28, No. 3, 324--339 (1995; Zbl 0858.90031) Full Text: DOI OpenURL
Akian, Marianne; Menaldi, Jose Luis; Sulem, Agnès Multi-asset portfolio selection problem with transaction costs. (English) Zbl 0830.90006 Math. Comput. Simul. 38, No. 1-3, 163-172 (1995). MSC: 91G10 91G80 49L25 49L20 PDF BibTeX XML Cite \textit{M. Akian} et al., Math. Comput. Simul. 38, No. 1--3, 163--172 (1995; Zbl 0830.90006) Full Text: DOI OpenURL
Glomm, Gerhard; Ravikumar, B. Public investment in infrastructure in a simple growth model. (English) Zbl 0814.90008 J. Econ. Dyn. Control 18, No. 6, 1173-1187 (1994). MSC: 91B62 PDF BibTeX XML Cite \textit{G. Glomm} and \textit{B. Ravikumar}, J. Econ. Dyn. Control 18, No. 6, 1173--1187 (1994; Zbl 0814.90008) Full Text: DOI OpenURL
Paulsen, Jostein; Gjessing, Håkon Properties of functions of the excess of loss retention limit with applications. (English) Zbl 0814.62068 Insur. Math. Econ. 15, No. 1, 1-21 (1994). MSC: 62P05 90C90 PDF BibTeX XML Cite \textit{J. Paulsen} and \textit{H. Gjessing}, Insur. Math. Econ. 15, No. 1, 1--21 (1994; Zbl 0814.62068) Full Text: DOI OpenURL
Li, Chulin; Zhang, Dunmu A model of economic growth for a developing country. (Chinese. English summary) Zbl 0895.90041 J. Math., Wuhan Univ. 14, No. 1, 17-22 (1994). MSC: 91B62 93C95 PDF BibTeX XML Cite \textit{C. Li} and \textit{D. Zhang}, J. Math., Wuhan Univ. 14, No. 1, 17--22 (1994; Zbl 0895.90041) OpenURL
Jørgensen, S.; Kort, P. M. Dynamic investment policy with installation experience effects. (English) Zbl 0796.90003 J. Optimization Theory Appl. 77, No. 2, 421-438 (1993). MSC: 91B38 91B62 93C95 PDF BibTeX XML Cite \textit{S. Jørgensen} and \textit{P. M. Kort}, J. Optim. Theory Appl. 77, No. 2, 421--438 (1993; Zbl 0796.90003) Full Text: DOI OpenURL
Li, Yuming Growth-security investment strategy for long and short runs. (English) Zbl 0785.90016 Manage. Sci. 39, No. 8, 915-924 (1993). MSC: 91B28 91B62 PDF BibTeX XML Cite \textit{Y. Li}, Manage. Sci. 39, No. 8, 915--924 (1993; Zbl 0785.90016) Full Text: DOI OpenURL
Jørgensen, Steffen; Kort, Peter M. Optimal dynamic investment with learning by doing in the adjustment cost function. (English) Zbl 0792.90010 Z. Oper. Res. 38, No. 1, 11-17 (1993). MSC: 91B38 91B28 93C95 PDF BibTeX XML Cite \textit{S. Jørgensen} and \textit{P. M. Kort}, Z. Oper. Res. 38, No. 1, 11--17 (1993; Zbl 0792.90010) Full Text: DOI OpenURL
Grossman, Sanford J.; Zhou, Zhongquan Optimal investment strategies for controlling drawdowns. (English) Zbl 0884.90031 Math. Finance 3, No. 3, 241-276 (1993). MSC: 91G10 PDF BibTeX XML Cite \textit{S. J. Grossman} and \textit{Z. Zhou}, Math. Finance 3, No. 3, 241--276 (1993; Zbl 0884.90031) Full Text: DOI OpenURL
Gatto, M.; Ghezzi, L. L. Optimal diffusion of a new technology when both demand and supply are nonstatic. (English) Zbl 0794.90008 J. Optimization Theory Appl. 73, No. 1, 75-87 (1992). MSC: 91B44 90B60 93C95 PDF BibTeX XML Cite \textit{M. Gatto} and \textit{L. L. Ghezzi}, J. Optim. Theory Appl. 73, No. 1, 75--87 (1992; Zbl 0794.90008) Full Text: DOI OpenURL
Majumdar, Mukul; Radner, Roy Linear models of economic survival under production uncertainty. (English) Zbl 0807.90031 Econ. Theory 1, No. 1, 13-30 (1991). MSC: 91B62 91B38 PDF BibTeX XML Cite \textit{M. Majumdar} and \textit{R. Radner}, Econ. Theory 1, No. 1, 13--30 (1991; Zbl 0807.90031) Full Text: DOI OpenURL
Majumdar, Mukul; Radner, Roy Corrigendum: Linear models of economic survival under production uncertainty. (English) Zbl 0807.90032 Econ. Theory 1, No. 4, 392 (1991). MSC: 91B62 91B38 PDF BibTeX XML Cite \textit{M. Majumdar} and \textit{R. Radner}, Econ. Theory 1, No. 4, 392 (1991; Zbl 0807.90032) Full Text: DOI OpenURL
Kort, Peter M. A dynamic net present value rule in a financial adjustment cost model. (English) Zbl 0709.90010 Optim. Control Appl. Methods 11, No. 3, 277-282 (1990). MSC: 91B28 91B38 93C95 91B62 PDF BibTeX XML Cite \textit{P. M. Kort}, Optim. Control Appl. Methods 11, No. 3, 277--282 (1990; Zbl 0709.90010) Full Text: DOI Link OpenURL
Richardson, Henry R. A minimum variance result in continuous trading portfolio optimization. (English) Zbl 0682.90008 Manage. Sci. 35, No. 9, 1045-1055 (1989). MSC: 91G10 91B62 93E20 PDF BibTeX XML Cite \textit{H. R. Richardson}, Manage. Sci. 35, No. 9, 1045--1055 (1989; Zbl 0682.90008) Full Text: DOI OpenURL
Kort, Peter M. The influence of a stochastic environment on the firm’s optimal dynamic investment policy. (English) Zbl 0664.90012 Optimal control theory and economic analysis 3, Proc. 3rd Viennese Workshop, Vienna/Austria 1987, 245-263 (1988). MSC: 91B24 PDF BibTeX XML OpenURL
van Schijndel, Geert-Jan C. Th. Dynamic firm and investor behaviour under progressive personal taxation. (English) Zbl 0649.90030 Lecture Notes in Economics and Mathematical Systems, 305. Berlin etc.: Springer-Verlag. x, 215 p. DM 44.00 (1988). Reviewer: P.Kraut MSC: 91B62 49J15 PDF BibTeX XML Cite \textit{G.-J. C. Th. van Schijndel}, Dynamic firm and investor behaviour under progressive personal taxation. Berlin etc.: Springer-Verlag (1988; Zbl 0649.90030) OpenURL
Lefebvre, Mario Optimal investment policy. (English) Zbl 0614.90013 Int. J. Syst. Sci. 18, 75-81 (1987). Reviewer: S.Jørgensen MSC: 91B38 PDF BibTeX XML Cite \textit{M. Lefebvre}, Int. J. Syst. Sci. 18, 75--81 (1987; Zbl 0614.90013) Full Text: DOI OpenURL
Buhl, H. U. Optimal dividend policy. (English) Zbl 0568.90009 Methods Oper. Res. 50, 533-544 (1985). MSC: 91B38 90B99 PDF BibTeX XML Cite \textit{H. U. Buhl}, Methods Oper. Res. 50, 533--544 (1985; Zbl 0568.90009) OpenURL
L’Écuyer, P.; Haurie, A.; Hollander, A. Optimal research and development expenditures under an incremental tax incentive scheme. (English) Zbl 0565.90036 Oper. Res. Lett. 4, 85-90 (1985). MSC: 90B99 90C39 91B38 90C90 PDF BibTeX XML Cite \textit{P. L'Écuyer} et al., Oper. Res. Lett. 4, 85--90 (1985; Zbl 0565.90036) Full Text: DOI OpenURL
Saito, Osami; Itaya, Yuji; Morishima, Takaharu Optimal housing investment of a landlord. (English) Zbl 0565.90009 Optim. Control Appl. Methods 6, 105-111 (1985). MSC: 91B62 90B25 91B38 PDF BibTeX XML Cite \textit{O. Saito} et al., Optim. Control Appl. Methods 6, 105--111 (1985; Zbl 0565.90009) Full Text: DOI OpenURL
Botsford, Louis W.; Wainwright, Thomas C. Optimal fishery policy: An equilibrium solution with irreversible investment. (English) Zbl 0563.92015 J. Math. Biol. 21, 317-327 (1985). MSC: 92D25 90B99 92D40 49J30 90C39 PDF BibTeX XML Cite \textit{L. W. Botsford} and \textit{T. C. Wainwright}, J. Math. Biol. 21, 317--327 (1985; Zbl 0563.92015) Full Text: DOI OpenURL
Eichhorn, Wolfgang; Buhl, Hans Ulrich Optimal growth policies for resource-dependent open economies. (English) Zbl 0549.90025 Selected topics in operations research and mathematical economics, Proc. 8th Symp., Karlsruhe/Ger. 1983, Lect. Notes Econ. Math. Syst. 226, 175-187 (1984). Reviewer: D.Hinrichsen MSC: 91B62 90C90 90C39 PDF BibTeX XML OpenURL
Dockner, Engelbert; Jørgensen, Steffen Cooperative and non-cooperative differential game solutions to an investment and pricing problem. (English) Zbl 0541.90010 J. Oper. Res. Soc. 35, 731-739 (1984). MSC: 91B24 91A80 91A23 91B76 PDF BibTeX XML Cite \textit{E. Dockner} and \textit{S. Jørgensen}, J. Oper. Res. Soc. 35, 731--739 (1984; Zbl 0541.90010) Full Text: DOI OpenURL
Taylor, John B. Optimal stabilization rules in a stochastic model of investment with gestation lags. (English) Zbl 0534.90011 Studies in econometrics, time series, and multivariate statistics, Commem. T. W. Anderson’s 65th Birthday, 207-226 (1983). MSC: 91B38 91B62 93D15 91B28 PDF BibTeX XML OpenURL
Lehoczky, J.; Sethi, S.; Shreve, S. Optimal consumption and investment policies allowing consumption constraints and bankruptcy. (English) Zbl 0526.90009 Math. Oper. Res. 8, 613-636 (1983). MSC: 91B28 PDF BibTeX XML Cite \textit{J. Lehoczky} et al., Math. Oper. Res. 8, 613--636 (1983; Zbl 0526.90009) Full Text: DOI OpenURL
van Loon, Paul A dynamic theory of the firm: production, finance and investment. (English) Zbl 0525.90001 Lecture Notes in Economics and Mathematical Systems, 218. Berlin etc.: Springer-Verlag. VII, 191 p. DM 34.00; $ 13.20 (1983). MSC: 91B38 91B62 90-02 PDF BibTeX XML OpenURL
Huberman, Gur; Ross, Stephen Portfolio turnpike theorems, risk aversion, and regularly varying utility functions. (English) Zbl 0521.90014 Econometrica 51, 1345-1361 (1983). MSC: 91G10 91B62 91B16 PDF BibTeX XML Cite \textit{G. Huberman} and \textit{S. Ross}, Econometrica 51, 1345--1361 (1983; Zbl 0521.90014) Full Text: DOI OpenURL
Tapiero, Charles S.; Zuckerman, Dror; Kahane, Yehuda Optimal investment-dividend policy of an insurance firm under regulation. (English) Zbl 0519.62090 Scand. Actuarial J. 1983, 65-76 (1983). MSC: 62P05 PDF BibTeX XML Cite \textit{C. S. Tapiero} et al., Scand. Actuarial J. 1983, 65--76 (1983; Zbl 0519.62090) Full Text: DOI OpenURL
Steigum, Erling jun. A financial theory of investment behavior. (English) Zbl 0513.90046 Econometrica 51, 637-645 (1983). MSC: 90B99 91B28 91B38 PDF BibTeX XML Cite \textit{E. Steigum jun.}, Econometrica 51, 637--645 (1983; Zbl 0513.90046) Full Text: DOI OpenURL
Hartl, Richard Optimal control of concave economic models with two control instruments. (English) Zbl 0508.90020 Operations research in progress, Theory Decis. Libr. 32, 227-245 (1982). MSC: 91B62 93D99 90B25 PDF BibTeX XML OpenURL
Feichtinger, G. Anwendungen des Maximumprinzips im Operations Research. II. (German) Zbl 0492.90039 OR Spektrum 4, 195-212 (1982). MSC: 90B30 90-02 PDF BibTeX XML Cite \textit{G. Feichtinger}, OR Spektrum 4, 195--212 (1982; Zbl 0492.90039) Full Text: DOI OpenURL
Feichtinger, G. Anwendungen des Maximumprinzips im Operations Research. I. (German) Zbl 0492.90038 OR Spektrum 4, 171-190 (1982). MSC: 90B30 90-02 PDF BibTeX XML Cite \textit{G. Feichtinger}, OR Spektrum 4, 171--190 (1982; Zbl 0492.90038) Full Text: DOI OpenURL
Luptacik, Mikulas; Schubert, Uwe Optimal investment policy in productive capacity and pollution abatement processes in a growing economy. (English) Zbl 0487.90042 Optimal control theory and economic analysis, Workshop, Vienna 1981, 231-243 (1982). MSC: 91B76 91B62 PDF BibTeX XML OpenURL
van Loon, Paul A dynamic theory of the firm. (English) Zbl 0487.90023 Optimal control theory and economic analysis, Workshop, Vienna 1981, 107-123 (1982). MSC: 91B24 90B99 PDF BibTeX XML OpenURL
Bell, Robert M.; Cover, Thomas M. Competitive optimality of logarithmic investment. (English) Zbl 0442.90120 Math. Oper. Res. 5, 161-166 (1980). MSC: 91A40 91A05 90B99 PDF BibTeX XML Cite \textit{R. M. Bell} and \textit{T. M. Cover}, Math. Oper. Res. 5, 161--166 (1980; Zbl 0442.90120) Full Text: DOI OpenURL
Abrams, Robert A.; Karmarkar, Uday S. Optimal multiperiod investment-consumption policies. (English) Zbl 0436.90026 Econometrica 48, 333-353 (1980). MSC: 91B62 PDF BibTeX XML Cite \textit{R. A. Abrams} and \textit{U. S. Karmarkar}, Econometrica 48, 333--353 (1980; Zbl 0436.90026) Full Text: DOI OpenURL
Bonin, John P. Employment policies for the multiperiod monopolist-monopsonist with implications for macroeconomic control. (English) Zbl 0488.90022 General equilibrium, growth, and trade. Essays Honor L. McKenzie, 25-41 (1979). MSC: 91B60 91B24 PDF BibTeX XML OpenURL
Liu, P. T.; Sutinen, J. G. Pareto optimal leasing and investment policies for a publicly owned exhaustible resource. (English) Zbl 0485.90032 New trends in dynamic system theory and economics, Proc. Semin., Udine/Italy 1977, 137-149 (1979). MSC: 91B62 90C90 91B76 90C15 90C39 93E20 PDF BibTeX XML OpenURL
Abrams, Robert A.; Karmarkar, Udak S. Infinite horizon investment-consumption policies. (English) Zbl 0465.90060 Manage. Sci. 25, 1005-1013 (1979). MSC: 90B99 91G10 90C90 90C39 PDF BibTeX XML Cite \textit{R. A. Abrams} and \textit{U. S. Karmarkar}, Manage. Sci. 25, 1005--1013 (1979; Zbl 0465.90060) Full Text: DOI OpenURL
Hakansson, Nils H. A characterization of optimal multi-period portfolio policies. (English) Zbl 0422.90043 Portofolio theory, 25 years after, Essays in Honor of Harry Markowitz; TIMS, Stud. Manage. Sci., Vol. 11, 169-177 (1979). MSC: 90B99 91B99 PDF BibTeX XML OpenURL
Krawczyk, Jacek B. Model of prices for MR-development model purposes. (English) Zbl 0418.90022 Syst. Sci. 4, 339-347 (1978). MSC: 91B62 PDF BibTeX XML Cite \textit{J. B. Krawczyk}, Syst. Sci. 4, 339--347 (1978; Zbl 0418.90022) OpenURL
Appelbaum, Elie; Harris, Richard G. Optimal capital policy with bounded investment plans. (English) Zbl 0395.90018 Int. Econ. Rev. 19, 103-114 (1978). MSC: 91B62 PDF BibTeX XML Cite \textit{E. Appelbaum} and \textit{R. G. Harris}, Int. Econ. Rev. 19, 103--114 (1978; Zbl 0395.90018) Full Text: DOI OpenURL