Optimal Reinsurance-Investment Strategy Under Risks of Interest Rate, Exchange Rate and Inflation
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DOI: 10.1007/s11009-018-9630-7
Abstract: In this paper, we pursue the optimal reinsurance-investment strategy of an insurer who can invest in both domestic and foreign markets. We assume that both the domestic and the foreign nominal interest rates are described… read more here.
Keywords: investment strategy; rate; reinsurance investment; strategy ... See more keywords
Stochastic analysis of a shale gas investment strategy for coping with production uncertainties
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DOI: 10.1016/j.enpol.2020.111639
Abstract: Abstract The soaring demand for natural gas and deteriorating environmental conditions in recent years have together created a significant incentive for China to develop shale gas exploration. In this endeavor, production capacity is a major… read more here.
Keywords: production; investment; gas; investment strategy ... See more keywords
Developing a dynamic portfolio selection model with a self-adjusted rebalancing method
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DOI: 10.1057/jors.2016.21
Abstract: In this paper, we propose a comprehensive investment strategy for not only selecting but also maintaining an investment portfolio that takes into account changing market conditions. First, we implement a dynamic portfolio selection model (DPSM)… read more here.
Keywords: portfolio; investment; portfolio selection; investment strategy ... See more keywords
Alumni Networks and Investment Strategy: Evidence from Chinese Mutual Funds
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DOI: 10.1080/1540496x.2019.1643321
Abstract: ABSTRACT While fund managers are connected by interpersonal linkages, the investment strategy of a mutual fund would follow a similar pattern due to interpersonal communications and information exchange. This paper focuses on the connection of… read more here.
Keywords: investment strategy; fund managers; strategy; connection ... See more keywords
Investment Strategy and Multi–Objective Optimization Scheme for Premium Power under the Background of the Opening of Electric Retail Side
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DOI: 10.3390/en11082135
Abstract: With the opening of electric retail side, premium power value-added service has become a main concern for both sensitive customers (SCs) and new electric retail companies (NERCs). However, due to the lack of appropriate investment… read more here.
Keywords: electric retail; investment strategy; premium power; power ... See more keywords