Araujo, Ricardo Azevedo Optimal human investment allocation. (English) Zbl 1254.91284 Econ. Lett. 85, No. 1, 71-76 (2004). MSC: 91B32 91B40 91B62 49N90 PDFBibTeX XMLCite \textit{R. A. Araujo}, Econ. Lett. 85, No. 1, 71--76 (2004; Zbl 1254.91284) Full Text: DOI
Doraszelski, Ulrich Innovations, improvements, and the optimal adoption of new technologies. (English) Zbl 1200.91155 J. Econ. Dyn. Control 28, No. 7, 1461-1480 (2004). MSC: 91B38 PDFBibTeX XMLCite \textit{U. Doraszelski}, J. Econ. Dyn. Control 28, No. 7, 1461--1480 (2004; Zbl 1200.91155) Full Text: DOI
Dangl, Thomas; Wirl, Franz Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically. (English) Zbl 1200.91277 J. Econ. Dyn. Control 28, No. 7, 1437-1460 (2004). MSC: 91G10 49L25 91B06 PDFBibTeX XMLCite \textit{T. Dangl} and \textit{F. Wirl}, J. Econ. Dyn. Control 28, No. 7, 1437--1460 (2004; Zbl 1200.91277) Full Text: DOI
Davis, Mark H. A. Valuation, hedging and investment in incomplete financial markets. (English) Zbl 1151.91052 Hill, James M. (ed.) et al., Applied mathematics entering the 21st century. Papers from the 5th international congress on industrial and applied mathematics (ICIAM 2003), Sydney, Australia, July 7–11, 2003. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 978-0-89871-559-0/hbk). Proceedings in Applied Mathematics 116, 49-70 (2004). Reviewer: Antonis Papapantoleon (Wien) MSC: 91B28 91-02 93E20 PDFBibTeX XMLCite \textit{M. H. A. Davis}, Proc. Appl. Math. 116, 49--70 (2004; Zbl 1151.91052)
Schäl, Manfred On discrete-time dynamic programming in insurance: exponential utility and minimizing the ruin probability. (English) Zbl 1141.91031 Scand. Actuar. J. 2004, No. 3, 189-210 (2004). Reviewer: N. M. Zinchenko (Kyïv) MSC: 91B30 90C39 90C15 62P05 PDFBibTeX XMLCite \textit{M. Schäl}, Scand. Actuar. J. 2004, No. 3, 189--210 (2004; Zbl 1141.91031) Full Text: DOI
Bratyk, M. V. Optimum strategy of investment of capital for a binomial model of an insurance company. (Ukrainian. English summary) Zbl 1164.62410 Prykl. Stat., Aktuarna Finans. Mat. 2004, No. 2, 22-27 (2004). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{M. V. Bratyk}, Prykl. Stat., Aktuarna Finans. Mat. 2004, No. 2, 22--27 (2004; Zbl 1164.62410)
Răducanu, Răzvan An essay on an optimal control theory in investement strategies. (English) Zbl 1150.91384 Bul. Inst. Politeh. Iași, Secț. I, Mat. Mec. Teor. Fiz. 50(54), No. 1-2, 67-72 (2004). MSC: 91B28 49N90 PDFBibTeX XMLCite \textit{R. Răducanu}, Bul. Inst. Politeh. Iași, Secț. I, Mat. Mec. Teor. Fiz. 50(54), No. 1--2, 67--72 (2004; Zbl 1150.91384)
Gaier, J.; Grandits, P. Ruin probabilities and investment under interest force in the presence of regularly varying tails. (English) Zbl 1091.62102 Scand. Actuar. J. 2004, No. 4, 256-278 (2004). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62P05 91B30 90C39 49N90 PDFBibTeX XMLCite \textit{J. Gaier} and \textit{P. Grandits}, Scand. Actuar. J. 2004, No. 4, 256--278 (2004; Zbl 1091.62102) Full Text: DOI
Ming, Zhongfeng; Guo, Wenjing; Hu, Qiying Optimal investment and consumption decisions with perishable and durable products as consumption objects. (Chinese. English summary) Zbl 1077.91027 Control Theory Appl. 21, No. 6, 911-916 (2004). MSC: 91B28 93E20 PDFBibTeX XMLCite \textit{Z. Ming} et al., Control Theory Appl. 21, No. 6, 911--916 (2004; Zbl 1077.91027)
Jeanblanc, Monique; Lakner, Peter; Kadam, Ashay Optimal bankruptcy time and consumption/investment policies on an infinite horizon with a continuous debt repayment until bankruptcy. (English) Zbl 1082.91049 Math. Oper. Res. 29, No. 3, 649-671 (2004). MSC: 91B28 49L20 PDFBibTeX XMLCite \textit{M. Jeanblanc} et al., Math. Oper. Res. 29, No. 3, 649--671 (2004; Zbl 1082.91049) Full Text: DOI
Chen, Zhiping; Xu, Chengxian; Yuen, K. C. Stochastic programming method for multiperiod consumption and investment problems with transactions costs. (English) Zbl 1145.91379 J. Syst. Sci. Complex. 17, No. 1, 39-53 (2004). MSC: 91B70 91B28 90C15 PDFBibTeX XMLCite \textit{Z. Chen} et al., J. Syst. Sci. Complex. 17, No. 1, 39--53 (2004; Zbl 1145.91379)
Hartl, Richard F.; Kort, Peter M. Optimal investments with convex-concave revenue: a focus-node distinction. (English) Zbl 1073.91054 Optim. Control Appl. Methods 25, No. 3, 147-163 (2004). MSC: 91B62 49K10 49N90 PDFBibTeX XMLCite \textit{R. F. Hartl} and \textit{P. M. Kort}, Optim. Control Appl. Methods 25, No. 3, 147--163 (2004; Zbl 1073.91054) Full Text: DOI
Feichtinger, Gustav; Hartl, Richard F.; Kort, Peter; Veliov, Vladimir Dynamic investment behavior taking into account ageing of the capital goods. (English) Zbl 1096.91025 Udwadia, Firdaus E. (ed.) et al., Dynamical systems and control. Selected papers from the 11th international workshop on dynamics and control, Rio de Janeiro, Brazil, October 9–11, 2000. Boca Raton, FL: Chapman & Hall/CRC (ISBN 0-415-30997-2/hbk). Stability and Control: Theory, Methods and Applications 22, 379-391 (2004). MSC: 91B28 91B62 49N90 PDFBibTeX XMLCite \textit{G. Feichtinger} et al., in: Dynamical systems and control. Selected papers from the 11th international workshop on dynamics and control, Rio de Janeiro, Brazil, October 9--11, 2000. Boca Raton, FL: Chapman \&~ Hall/CRC. 379--391 (2004; Zbl 1096.91025)
Hartl, R. F.; Kort, P. M.; Feichtinger, G.; Wirl, F. Multiple equilibria and thresholds due to relative investment costs. (English) Zbl 1114.91071 J. Optim. Theory Appl. 123, No. 1, 49-82 (2004). MSC: 91B38 49N90 91B62 PDFBibTeX XMLCite \textit{R. F. Hartl} et al., J. Optim. Theory Appl. 123, No. 1, 49--82 (2004; Zbl 1114.91071) Full Text: DOI
Hipp, Christian Stochastic control with application in insurance. (English) Zbl 1134.91024 Frittelli, Marco (ed.) et al., Stochastic methods in finance. Lectures given at the C.I.M.E.–E.M.S. summer school, held in Bressanone/Brixen, Italy, July 6–12, 2003. Berlin: Springer (ISBN 3-540-22953-1/pbk). Lecture Notes in Mathematics 1856, 127-164 (2004). Reviewer: Horst Behncke (Osnabrück) MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{C. Hipp}, Lect. Notes Math. 1856, 127--164 (2004; Zbl 1134.91024)
Galperin, E. A.; Ekel, P. Ya.; Pereira, J. G. jun. The cubic algorithm for global optimization with box and equality constraints and application to the optimal allocation of resources. (English) Zbl 1064.65046 Math. Comput. Modelling 40, No. 1-2, 63-76 (2004). MSC: 65K05 90C30 91B32 65H10 65Y15 PDFBibTeX XMLCite \textit{E. A. Galperin} et al., Math. Comput. Modelling 40, No. 1--2, 63--76 (2004; Zbl 1064.65046) Full Text: DOI
Rogers, L. C. G. Why is the effect of proportional transaction costs \(O(\delta^{2/3})\)? (English) Zbl 1101.91046 Yin, George (ed.) et al., Mathematics of finance. Proceedings of an AMS-IMS-SIAM joint summer research conference on mathematics of finance, June 22–26, 2003, Snowbird, Utah, USA. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3412-6/pbk). Contemporary Mathematics 351, 303-308 (2004). Reviewer: Julann O’Shea (Kildare) MSC: 91G10 93E20 60H10 60H30 PDFBibTeX XMLCite \textit{L. C. G. Rogers}, Contemp. Math. 351, 303--308 (2004; Zbl 1101.91046)
Kaise, H.; Sheu, S. J. Risk sensitive optimal investment: solutions of the dynamical programming equation. (English) Zbl 1070.93049 Yin, George (ed.) et al., Mathematics of finance. Proceedings of an AMS-IMS-SIAM joint summer research conference on mathematics of finance, June 22–26, 2003, Snowbird, Utah, USA. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3412-6/pbk). Contemporary Mathematics 351, 217-230 (2004). Reviewer: Makiko Nisio (Kobe) MSC: 93E20 91G80 49L20 PDFBibTeX XMLCite \textit{H. Kaise} and \textit{S. J. Sheu}, Contemp. Math. 351, 217--230 (2004; Zbl 1070.93049)
Jonsson, Mattias; Sircar, Ronnie Options: to buy or not ot buy? (English) Zbl 1080.91036 Yin, George (ed.) et al., Mathematics of finance. Proceedings of an AMS-IMS-SIAM joint summer research conference on mathematics of finance, June 22–26, 2003, Snowbird, Utah, USA. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3412-6/pbk). Contemporary Mathematics 351, 207-215 (2004). MSC: 91B28 91B70 91B16 93E20 PDFBibTeX XMLCite \textit{M. Jonsson} and \textit{R. Sircar}, Contemp. Math. 351, 207--215 (2004; Zbl 1080.91036)
Castañeda-Leyva, Netzahualcóyotl; Hernández-Hernández, Daniel Optimal portfolio management with consumption. (English) Zbl 1101.91032 Yin, George (ed.) et al., Mathematics of finance. Proceedings of an AMS-IMS-SIAM joint summer research conference on mathematics of finance, June 22–26, 2003, Snowbird, Utah, USA. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3412-6/pbk). Contemporary Mathematics 351, 81-91 (2004). Reviewer: Elias Shiu (Iowa City) MSC: 91B28 90C46 60J60 93B20 60G44 60H10 60H30 93E20 PDFBibTeX XMLCite \textit{N. Castañeda-Leyva} and \textit{D. Hernández-Hernández}, Contemp. Math. 351, 81--91 (2004; Zbl 1101.91032)
Long, Nguyen-Thanh Investment optimization under constraints. (English) Zbl 1055.91029 Math. Methods Oper. Res. 60, No. 2, 175-201 (2004). MSC: 91B28 93E20 60G99 PDFBibTeX XMLCite \textit{N.-T. Long}, Math. Methods Oper. Res. 60, No. 2, 175--201 (2004; Zbl 1055.91029) Full Text: DOI
Irgens, Christian; Paulsen, Jostein Optimal control of risk exposure, reinsurance and investments for insurance portfolios. (English) Zbl 1052.62107 Insur. Math. Econ. 35, No. 1, 21-51 (2004). MSC: 62P05 49N90 60J70 91B30 PDFBibTeX XMLCite \textit{C. Irgens} and \textit{J. Paulsen}, Insur. Math. Econ. 35, No. 1, 21--51 (2004; Zbl 1052.62107) Full Text: DOI
Li, Hui; An, Hongzhi; Wu, Guofu An efficient algorithm for the optimal market timing over two stocks. (English) Zbl 1099.91052 Acta Math. Appl. Sin., Engl. Ser. 20, No. 3, 411-424 (2004). MSC: 91B26 91B64 PDFBibTeX XMLCite \textit{H. Li} et al., Acta Math. Appl. Sin., Engl. Ser. 20, No. 3, 411--424 (2004; Zbl 1099.91052) Full Text: DOI
Grandits, Peter An analogue of the Cramér-Lundberg approximation in the optimal investment case. (English) Zbl 1112.91039 Appl. Math. Optimization 50, No. 1, 1-20 (2004). MSC: 91B30 91B28 60H10 60H30 PDFBibTeX XMLCite \textit{P. Grandits}, Appl. Math. Optim. 50, No. 1, 1--20 (2004; Zbl 1112.91039) Full Text: DOI
Arkin, V. I.; Slastnikov, A. D.; Arkina, S. V. Investment under uncertainty and the problem of optimal stopping. (Russian) Zbl 1115.91323 Obozr. Prikl. Prom. Mat. 11, No. 1, 3-33 (2004). Reviewer: Elena Glukhova (Moskva) MSC: 91B28 60J65 60G40 PDFBibTeX XMLCite \textit{V. I. Arkin} et al., Obozr. Prikl. Prom. Mat. 11, No. 1, 3--33 (2004; Zbl 1115.91323)
Varshavskij, L. E. An investigation of science-intensive products (in terms of markets of PC components). (Russian) Zbl 1048.91053 Èkon. Mat. Metody 40, No. 1, 59-74 (2004). Reviewer: Elena Glukhova (Moskva) MSC: 91B26 91B38 91B24 PDFBibTeX XMLCite \textit{L. E. Varshavskij}, Èkon. Mat. Metody 40, No. 1, 59--74 (2004; Zbl 1048.91053)
Amacher, Gregory S.; Koskela, Erkki; Ollikainen, Markku Environmental quality competition and eco-labeling. (English) Zbl 1076.91518 J. Environ. Econ. Manage. 47, No. 2, 284-306 (2004). MSC: 91B28 91A20 91B76 PDFBibTeX XMLCite \textit{G. S. Amacher} et al., J. Environ. Econ. Manage. 47, No. 2, 284--306 (2004; Zbl 1076.91518) Full Text: DOI