Optimal Control Models in Finance A New Computational Approach /

The determination of optimal financing and investment strategies (optimal capital structure or optimal mix of funds, optimal portfolio choice, etc.) for corporations and the economy are important for efficient allocation of resources in the economy. Optimal control methods have useful applications t...

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Bibliografske podrobnosti
Main Authors: Chen, Ping. (Author, http://id.loc.gov/vocabulary/relators/aut), Islam, Sardar M. N. (http://id.loc.gov/vocabulary/relators/aut)
Korporativna značnica: SpringerLink (Online service)
Format: Elektronski eKnjiga
Jezik:English
Izdano: New York, NY : Springer US : Imprint: Springer, 2005.
Izdaja:1st ed. 2005.
Serija:Applied Optimization, 95
Teme:
Online dostop:https://doi.org/10.1007/b101888
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Kazalo:
  • Optimal Control Models in Finance
  • The STV Approach to Financial Optimal Control Models
  • A Financial Oscillator Model
  • An Optimal Corporate Financing Model
  • Further Computational Experiments and Results
  • Conclusion.