Geodesic
Some optimization problems of investment theory
Matematičeskoe modelirovanie, Tome 21 (2009) no. 1, pp. 46-52
Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

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},
     year = {2009},
     volume = {21},
     number = {1},
     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
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
%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