Mathematical modeling of investments in an imperfect capital market

DOI10.1134/S0081543821030184zbMath1470.91250OpenAlexW3186369290MaRDI QIDQ2043634

Alexander A. Shananin

Publication date: 3 August 2021

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0081543821030184

zbMATH Keywords

Bellman operatorlinear programming probleminvestmentsweak turnpike theoremCantor-Lippman modelinvestment polynomialmathematical modeling of economicsNeumann growth rate

Mathematics Subject Classification ID

Linear programming (90C05) Portfolio theory (91G10)

Related Items (2)

Analysis of mechanisms of production investment stimulation in an imperfect capital market based on a mathematical model ⋮ Analysis of the Model of Optimal Expansion of a Firm

Cites Work

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• Growth rate, internal rates of return and turnpikes in an investment model
• Financial bubbles existence in the Cantor-Lippman model for continuous time
• Arbitrage and Growth Rate for Riskless Investments in a Stationary Economy
• Investment Selection with Imperfect Capital Markets
• On the Theory of Interest
• Optimal Investment Selection with a Multitude of Projects

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