Object
Title: A stochastic criterion for the optimal investment process
Contributor:
Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
Group publication title:
Abstract:
The paper describes an approach to the construction of a criterion suitable for optimization of an investment project. An income growth resulting from realization of the investment project is considered as a time sequence of random variables. Then an expression is derived which characterizes the project cost at a sequence of time intervals it and raises a possibility to find the real income as a random variable. ; Two situations are considered, namely when the investor possesses complete and incomplete information about the economic situation and the corresponding incomes. The obtained results can be used to construct an investment criterion in the case of a vague economic situation.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
Pages:
Source:
AMCS, volume 8, number 3 (1998) ; click here to follow the link
Language:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Repository > Types of work > Articles
- Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS)
- Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (1998)
Last modified:
Nov 5, 2024
In our library since:
Dec 22, 2020
Number of object content hits:
92
All available object's versions:
https://zbc.uz.zgora.pl/repozytorium/publication/64659
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International Journal of Applied Mathematics and Computer Science (AMCS)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 25 (2015)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 24 (2014)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 23 (2013)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 22 (2012)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 21 (2011)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 20 (2010)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 19 (2009)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 18 (2008)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 17 (2007)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 16 (2006)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 15 (2005)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 13 (2003)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 12 (2002)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 11 (2001)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 10 (2000)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 9 (1999)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 8 (1998)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 8, number 1 (1998)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 8, number 2 (1998)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 8, number 3 (1998)
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- Computing in the composite "GF(qm)" of characteristic 2 formed by means of an irreducible binomial
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 8, number 4 (1998)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 8, number 1 (1998)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 7 (1997)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 6 (1996)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 5 (1995)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 4 (1994)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 3 (1993)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 2 (1992)
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International Journal of Applied Mathematics and Computer Science (AMCS),volume 1 (1991)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
| Edition name | Date |
|---|---|
| A stochastic criterion for the optimal investment process | Nov 5, 2024 |
