搜索结果: 16-30 共查到“知识库 世界经济学 Investment”相关记录36条 . 查询时间(0.168 秒)
Optimal dividend control for a generalized risk model with investment incomes and debit interest
Absolute ruin dividend optimization stochastic control value function viscosity solution
2011/3/23
This paper investigates dividend optimization of an insurance corporation under a more realistic model which takes into consideration refinancing or capital injections. The model follows the compound ...
The continuous behavior of the numeraire portfolio under small changes in information structure, probabilistic views and investment constraints
continuous behavior numeraire portfolio small changes information structure probabilistic views investment constraints
2010/12/17
The numeraire portfolio in a financial market is the unique positive wealth process that makes all other nonnegative wealth processes, when deflated by it, supermartingales. The numeraire portfolio de...
Foreign Trade and Investment Policies in Developing Asia
Foreign Trade Investment Policies Asia
2009/9/1
This paper examines the evolution of foreign trade and investment policies
in developing Asian countries vis-à-vis emerging market countries and other
developing countries in the rest of the world s...
Technological Spillovers from Foreign Direct Investment—A Survey
Foreign Direct Investment Survey
2009/9/1
Increased foreign direct investment (FDI) flows have stimulated intensive debate and research on the impact of FDI on host economies. This paper surveys the substantial literature exploring FDI and sp...
Foreign Direct Investment: Trends, TRIMs, and WTO Negotiations
Foreign Direct Investment Trends WTO
2009/9/1
Foreign direct investment (FDI) flows have increased dramatically in recent decades. As developing countries, particularly in Asia, remove restrictions and implement policies to attract FDI inflows, t...
Regional Integration and Benefits from Foreign Direct Investment in ASEAN Economies: The Case of Viet Nam
Foreign Direct Investment ASEAN Economies
2009/9/1
In recent years Viet Nam has been pursuing the twin goals of promoting inward foreign direct investment (FDI) and regional development in the context of the Association of Southeast Asian Nations (ASE...
Liberalization and Foreign Direct Investment in Asian Transport Systems: The Case of Aviation
Liberalization Foreign Direct Investment Asian
2009/9/1
The aviation industry is critical for Asia to gain from participation in the global economy. The airline industry in developing Asia is generally dominated by state-owned enterprises, and the record o...
Divergent Asian Views on Foreign Direct Investment and Its Governance
Asian Foreign Direct Investment Governance
2009/9/1
This paper reviews recent trends and effects of FDI in developing Asia; domestic policy changes in six Asian host economies (People’s Republic of China, India, Republic of Korea, Malaysia, Thailand, a...
Promotion of Trade and Investment between People’s Republic of China and India: Toward a Regional Perspective
Trade Investment India
2009/9/1
Open regionalism and integration between the world’s two largest developing
countries, People’s Republic of China (PRC) and India, in trade, investment
and infrastructure can foster outward-oriented...
Asia’s Current Account Surplus: Savings Glut or Investment Drought?
Savings Glut Investment
2009/9/1
Over the last few years economists have started referring to the existence of “global payments imbalances”, reflected in the growing current account surpluses and deficits among different regions of t...
How to quantify the influence of correlations on investment diversification
quantify influence correlations investment diversification
2010/12/20
When assets are correlated, benefits of investment diversification are reduced. To measure the influence of correlations on investment performance, a new quantity - the effective portfolio size - is ...
This survey treats the problem of ruin in a risk model when assets earn investment income. In addition to a general presentation of the problem, topics covered are a presentation of the relevant inte...
Optimal Investment Strategy to Minimize Occupation Time
Optimal Investment Strategy Minimize Occupation Time
2010/12/20
We find the optimal investment strategy to minimize the expected time that an individual's wealth stays below zero, the so-called {\it occupation time}. The individual consumes at a constant rate and...
Optimal investment and consumption in a Black--Scholes market with Lévy-driven stochastic coefficients
Optimal investment consumption Black--Scholes market Lévy-driven stochastic coefficients
2010/12/20
In this paper, we investigate an optimal investment and consumption problem for an investor who trades in a Black--Scholes financial market with stochastic coefficients driven by a non-Gaussian Ornst...
Optimal solution of investment problems via linear parabolic equations generated by Kalman filter
Optimal solution investment problems via linear parabolic equations generated Kalman filter
2010/12/17
We consider optimal investment problems for a diffusion market model with non-observable random drifts that evolve as an Ito's process. Admissible strategies do not use direct observations of the mar...