Geodesic
Some optimization problems of investment theory
Matematičeskoe modelirovanie, Tome 21 (2009) no. 1, pp. 46-52.

Voir la notice de l'article provenant de la source Math-Net.Ru

The problems of investment theory projects optimization, where one can manage the sizes or the start moments of payments, are considered. Net Present Value (NPV) is used as a criteria function. 
@article{MM_2009_21_1_a4,
     author = {E. M. Bronshtein and E. V. Ahtjamova and N. V. Bulatova},
     title = {Some optimization problems of investment theory},
     journal = {Matemati\v{c}eskoe modelirovanie},
     pages = {46--52},
     publisher = {mathdoc},
     volume = {21},
     number = {1},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MM_2009_21_1_a4/}
}
TY  - JOUR
AU  - E. M. Bronshtein
AU  - E. V. Ahtjamova
AU  - N. V. Bulatova
TI  - Some optimization problems of investment theory
JO  - Matematičeskoe modelirovanie
PY  - 2009
SP  - 46
EP  - 52
VL  - 21
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MM_2009_21_1_a4/
LA  - ru
ID  - MM_2009_21_1_a4
ER  - 
%0 Journal Article
%A E. M. Bronshtein
%A E. V. Ahtjamova
%A N. V. Bulatova
%T Some optimization problems of investment theory
%J Matematičeskoe modelirovanie
%D 2009
%P 46-52
%V 21
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MM_2009_21_1_a4/
%G ru
%F MM_2009_21_1_a4
E. M. Bronshtein; E. V. Ahtjamova; N. V. Bulatova. Some optimization problems of investment theory. Matematičeskoe modelirovanie, Tome 21 (2009) no. 1, pp. 46-52. http://geodesic.mathdoc.fr/item/MM_2009_21_1_a4/

[1] Fisher I., The Theory of Interest, Macmillan, New York, 1930 | Zbl

[2] Vilenskii P. L., Livshits V. N., Smolyak S. A., Otsenka effektivnosti investitsionnykh proektov, Delo, M., 2002, 888 pp.

[3] Khirshleifer Dzh., “K teorii optimalnykh investitsionnykh reshenii”, Vekhi ekonomicheskoi mysli. T. 3: Rynki faktorov proizvodstva, 1999, 178–261

[4] Bronshtein E. M., Chernyak D. A., “Sravnitelnyi analiz pokazatelei effektivnosti investitsionnykh proektov”, Ekonomika i mat. metody, 41:2 (2005), 21–28 | Zbl

[5] Bronshtein E. M., Akhmetova Yu. F., “Mnozhestvennoznachnye kharakteristiki investitsionnykh proektov”, Matematicheskoe modelirovanie, 16:2 (2004), 87–92 | Zbl

[6] Efim Bronshtein, Tatjana Oleynik, Gulnara Latipova, “Some optimization problems of investment theory”, Pre-Conference Proc. of the Special Focus Symposium on 4-th Catalastics: Qantative Modelling of Human Market Interactions, 18-th Intern. Conf. on System Research, Informatics and Cybernetics, Baden-Baden (Germany), 2006, 18–21

[7] Bronshtein E. M., Latypova G. F., “Optimizatsiya investitsionnykh proektov pri upravlenii platezhami”, Obozrenie prikladnoi i promyshlennoi matematiki, 12:3 (2005), 706–707 | MR

[8] Bronshtein E. M., “Optimizatsiya vremennoi struktury investitsionnogo proekta”, Sibirskii zhurnal industr. matematiki, 8:1 (2005), 17–29 | MR

[9] Bronshtein E. M., Oleinik T. N., “Zadacha kalendarnogo planirovaniya portfelya investitsionnykh proektov”, Informatsionnye tekhnologii, 2007, no. 3, 70–73

[10] Lorie J. H., Savage I. J., “Three Problems in Rationing Capital”, Journal of Business, 28:4 (1955), 229–239 | DOI

[11] Weingartner H. M., Mathematical Programming and the Analysis of Capital Budgeting Problems, Markham publ., Chicago, 1967, 261 pp.

[12] Mamer J. W., Shogan A. W., “A Constrained Capital Budgeting Problem with Applications to Repair Kit Selection”, Management Science, 33:6 (1987), 800–806 | DOI

[13] Bronshtein E. M., “Optimalnye investitsionnye portfeli”, Sistemnoe modelirovanie sotsialno-ekonomicheskikh protsessov, Shkola-seminar im. S. S. Shatalina (Orel, oktyabr, 2004), Izd. TsEMI, M., 2005, 48–52

[14] Belenky V. Z., Belostotsky A. M., “Resource allocation and project selection: Control of $r\ d$ under dynamic process of data improvement”, Theory and Decision, 26:1 (1989), 1–35 | DOI | MR

[15] Kharari F., Teoriya grafov, Mir, M., 1973, 300 pp. | MR

[16] Evstigneev V. A., Kasyanov V. N., Teoriya grafov: algoritmy obrabotki derevev, Nauka, Novosibirsk, 1994, 242 pp. | MR | Zbl