On the basis of analyzing the factors influencing the investment's effects,the problem of optimization the multi-project combinatorial investment is solved in this paper through the establishment of a simple model of a multi-aim combinatorial investment and the conversion of it into single-aim linear programming model with the analysis of main elements.
The Extreme-index's estimators and their properties become a basic problem in recent years, because the Extreme-index is abroad applied in many fields, such as combinatorial investment, risk's account, earthquake' forecast.
A two-step problem is considered for the optimal portfolio investment management (control) involving two kinds of securities with respect to the quantile criterion under the assumption of the uniform distribution of the return.
The author only deals with foreign direct investment because foreign portfolio investment is almost nonexistent because of the underdevelopment of the stock market in Vietnam.
The evidence thus indicates that the strong increase of M2 and M3 should be attributed to portfolio investment considerations rather than to an expansionary monetary policy.
Option prices are determined from the investor's basic portfolio selection problem, without the need to solve a more complex optimization problem involving the insertion of the option payoffs into the terminal value function.
Equations of this kind are used, in particular, in the problem of optimal portfolio selection in order to describe the time profile of the asset prices under risk investments.