IEEE - Institute of Electrical and Electronics Engineers, Inc. - One kind of corporate optimal investment problem: Inflation case

2009 Joint 48th IEEE Conference on Decision and Control (CDC) and 28th Chinese Control Conference (CCC)

Author(s): Zongyuan Huang ; Zhen Wu
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2009
Conference Location: Shanghai, China, China
Conference Date: 15 December 2009
Page(s): 3,668 - 3,672
ISBN (CD): 978-1-4244-3872-3
ISBN (Paper): 978-1-4244-3871-6
ISSN (CD): 0191-2216
ISSN (Paper): 0191-2216
DOI: 10.1109/CDC.2009.5400471
Regular:

This paper is concerned with one kind of corporate optimal portfolio problems in the inflation case. The investor can put her or his money either in the bank account or in a real project. We use a... View More

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