A Model of Investment Behavior of Enterprise Owner in an Imperfect Capital Market

Author:

Obrosova N. K.,Shananin A. A.,Spiridonov A. A.

Publisher

Pleiades Publishing Ltd

Subject

General Mathematics

Reference6 articles.

1. D. G. Cantor and S. A. Lippman, ‘‘Investment selection with imperfect capital markets,’’ Econometrica 51, 1121–1144 (1983).

2. D. G. Cantor and S. A. Lippman, ‘‘Optimal investment selection with a multitude of projects,’’ Econometrica 63, 1231–1240 (1995).

3. A. A. Shananin, ‘‘Analysis of the financial state of an investor based on the Cantor–Lippman model,’’ Tr. Inst. Mat. Mekh. URO RAN 26, 293–306 (2020).

4. M. Bardi and I. Capuzzo-Dolcetta, Optimal Control and Viscosity Solutions of Hamilton–Jacobi–Bellman Equations (Birkhauser, Boston, 1997).

5. A. A. Shananin, ‘‘Mathematical modeling of investments in the imperfect capital market,’’ Tr. Inst. Mat. Mekh., Ural. Otdel. RAN 25, 264–273 (2019).

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