Proceedings of the International Scientific Conference "Far East Con" (ISCFEC 2020)

Research of Investment Processes with a Limit Capacity

Authors
E A Mikishanina
Corresponding Author
E A Mikishanina
Available Online 17 March 2020.
DOI
https://doi.org/10.2991/aebmr.k.200312.025How to use a DOI?
Abstract
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.
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Proceedings
International Scientific Conference "Far East Con" (ISCFEC 2020)
Part of series
Advances in Economics, Business and Management Research
Publication Date
17 March 2020
ISBN
978-94-6252-929-8
ISSN
2352-5428
DOI
https://doi.org/10.2991/aebmr.k.200312.025How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

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  - 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  - https://doi.org/10.2991/aebmr.k.200312.025
ID  - Mikishanina2020
ER  -