搜索结果: 1-15 共查到“理论经济学 investments”相关记录16条 . 查询时间(0.228 秒)
Capturing the Benefits of California’s Energy Infrastructure Investments
Capturing the Benefits California’s Energy Infrastructure Investments
2015/7/31
My name is Frank Wolak and I am the Holbrook Working Professor of Commodity Price Studies in Department of Economics and the Director of Stanford’s Program on Energy and Sustainable Development at Sta...
Planning and Timing and Scale of Lumpy Investments
Planning Timing Scale of Lumpy Investments
2014/3/24
Planning and Timing and Scale of Lumpy Investments。
The numeraire property and long-term growth optimality for drawdown-constrained investments
numeraire property long-term growth optimality drawdown-constrained investments
2012/9/14
We consider the portfolio choice problem for an investor interested in long-run growth optimality while facing drawdown constraints in a general continuous semimartingale model. The paper introduces t...
High-Water Marks and Separation of Private Investments
Hedge Funds Portfolio Choice High-Water Marks Performance Fees.
2012/9/14
A fund manager is paid performance fees with a high-water mark provision, and invests both fund’sassets and private wealth in separate but potentially correlated risky assets, aiming to maximize ex-pe...
We study the Markov equilibria of a model of free riding in which n infinitely lived agents choose betweenprivate consumption and irreversible contributions to a durable public good. We show tha...
Estimating Contributions of Natural Resource Investments to Objectives in Regional Economic Development
water resource development projects regional development regional economies
2011/10/5
Assesses the status of methods for estimating contributions of federal water resource development projects with respect to regional economic development objectives in the United States. Objectives of ...
Trends and Prospects in Venture and Angel Investments in New Media Companies
ANGEL CAPITAL INTERNET BUSINESSES Venture capital
2011/9/17
How do 'new media' or Internet-related companies raise external equity capital? In this paper, I analyze two markets that entrepreneurs of private Internet-related businesses use in the US to raise eq...
Rearrangements in Real Estate Investments
Optimality condition Optimization Rearrangement inequalities Rearrangements
2011/9/14
In this note we consider an investment problem in real estate. We show that it can be formulated in terms of a constrained optimization problem, and this leads to a linear rearrangement optimization p...
The recent crisis and the following flight to simplicity put most derivative businesses
around the world under considerable pressure. We argue that the traditional mod-
eling techniques must be exte...
A proof of a conjecture in the Cramér-Lundberg model with investments
Cramer-Lundberg model ruin probabilit
2010/4/27
In this paper, we discuss the Cram\'er-Lundberg model with investments, where the price of the invested risk asset follows a geometric Brownian motion with drift $a$ and volatility $\sigma> 0.$ By ass...
A proof of a conjecture in the Cramér-Lundberg model with investments
conjecture Cramér-Lundberg model investments
2010/10/19
In this paper, we discuss the Cram\'er-Lundberg model with investments, where the price of the invested risk asset follows a geometric Brownian motion with drift $a$ and volatility $\sigma> 0.$ By as...
Post-Investment Activities of Venture Capitalists When Making Investments in New Technology-Based Firms in Japan
venture capitalists new technology-based firms post-investment activities
2010/12/7
In Japan, there has been recent notable growth in the percentage of investments made by venture capitalists (VCists) in new technology-based firms (NTBFs) , as well as an increase in the active involv...
Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model
capital growth theory transaction costs numeraire portfolios
2010/11/2
The aim of this work is to extend the capital growth theory devel-oped by Kelly, Breiman, Cover and others to asset market models with transaction costs. We define a natural generalization of the noti...
We consider an insurance company in the case when the premium rate is a bounded non-negative random function $c_\zs{t}$ and the capital of the insurance company is invested in a risky asset whose pri...
Measuring the Social Return to Infrastructure Investments Using Interregional Price Gaps: A
2008/1/14
主讲人
Zhigang Li
University of Hong Kong
题目
Measuring the Social Return to Infrastructure Investments Using Interregional Price Gaps: A Natural Experiment
Curriculum Vita
Name: Zhiga...