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» Optimal Risk Taking with Flexible Income
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MANSCI
2007
70views more  MANSCI 2007»
13 years 4 months ago
Optimal Risk Taking with Flexible Income
We study the portfolio selection problem of an investor who can optimally exert costly effort for more income. The possibility of generating more income, if necessary, increases ...
Jaksa Cvitanic, Levon Goukasian, Fernando Zapatero
IUI
1993
ACM
13 years 8 months ago
The price of flexibility
The goal of this paper is to model an agent who dislikes large choice sets because of the “cost of thinking” involved in choosing from them. We take as a primitive a preferenc...
David D. Woods
ACMSE
2008
ACM
13 years 6 months ago
Optimization of the multiple retailer supply chain management problem
With stock surpluses and shortages representing one of the greatest elements of risk to wholesalers, a solution to the multiretailer supply chain management problem would result i...
Caio Soares, Gerry V. Dozier, Emmett Lodree, Jared...