2010/05/15 by Bohdan Yu. Kyshakevych, Anatoliy K. Prykarpatsky, Kyshakevych, Bohdan Yu. +6
Business, Management and Accounting · Economics, Econometrics and Finance · Mathematics · Social Sciences · #Business Strategy and Innovation #Complex Systems and Time Series Analysis #Economic and Technological Developments in Russia #Economic and Technological Systems Analysis #Economic theories and models #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Methodology (stat.ME) #Portfolio Management (q-fin.PM) #Probability (math.PR) #Stochastic processes and financial applications #math.PR #q-fin.PM #stat.ME
paper · pdf · doi:10.48550/arxiv.1005.2661
22 pages
arxiv created 2010/05/15 · openalex publication_date 2010/05/15 · arxiv updated 2010/05/18 · openalex created_date 2022/09/02 · openalex updated_date 2026/07/28
A competing market model with a polyvariant profit function that assumes "zeitnot" stock behavior of clients is formulated within the banking portfolio medium and then analyzed from the perspective of devising optimal strategies. An associated Markov process method for finding an optimal choice strategy for monovariant and bivariant profit functions is developed. Under certain conditions on the bank "promotional" parameter with respect to the "fee" for a missed share package transaction and at an asymptotically large enough portfolio volume, universal transcendental equations - determining the optimal share package choice among competing strategies with monovariant and bivariant profit functions - are obtained.