Research of Investment Processes with a Limit Capacity
- 10.2991/aebmr.k.200312.025How to use a DOI?
Currently, there are many approaches to determining the function of accumulation of the investment project participant. Some do not correspond to the axioms formulated earlier in financial mathematics, others correspond to them, but have a number of shortcomings.This work is devoted to the study of the mathematical model of the investment process, the rate of accumulation in which over time tends to zero, that is, the process with the limit capacity. We analyze the case with multiple investors. The graphs of the dynamics of the accumulated values for the case of two investors are presented. The influence of the accumulations of the parties involved on each other is shown. The case of optimal distribution of capital between several investment projects is also investigated. The problem is reduced to the problem of mathematical programming (search for the conditional extremum of the function of several variables). The optimal capital distribution is found by the method of uncertain Lagrange multipliers. The graph of dynamics of the maximum value of the accumulation function for a set of investment projects is constructed.
- © 2020, the Authors. Published by Atlantis Press.
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- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - E A Mikishanina PY - 2020 DA - 2020/03/17 TI - Research of Investment Processes with a Limit Capacity BT - Proceedings of the International Scientific Conference "Far East Con" (ISCFEC 2020) PB - Atlantis Press SP - 169 EP - 173 SN - 2352-5428 UR - https://doi.org/10.2991/aebmr.k.200312.025 DO - 10.2991/aebmr.k.200312.025 ID - Mikishanina2020 ER -