Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
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.
Zielona Góra: Uniwersytet Zielonogórski
AMCS, volume 8, number 3 (1998) ; kliknij tutaj, żeby przejść
Biblioteka Uniwersytetu Zielonogórskiego
2024-11-05
2020-12-22
92
https://zbc.uz.zgora.pl/repozytorium/publication/64659
Nazwa wydania | Data |
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A stochastic criterion for the optimal investment process | 2024-11-05 |
Bidyuk, Petro Podladchikov, Vladimir Podladchikova, Iryna Caban, Dariusz - red.
Korbicz, Józef (1951- ) Podladchikov, Vladimir Bidyuk, Petro Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Beliczyński, Bartłomiej - red.
Krasoń, Ewa Kaczorek, Tadeusz - ed.
Trzaska, Zdzisław W. Kaczorek, Tadeusz - ed.
Xu, Li Saito, Osami Abe, Kenichi Kaczorek, Tadeusz - ed.
Young, K. David Yu, Xinghuo - red.
Xu, Jian-Xin Song, Yanbin Yu, Xinghuo - red.