An optimal put option contract for a reverse supply chain: case of remanufacturing capacity uncertainty
A Bakhshi, J Heydari - Annals of Operations Research, 2023 - Springer
Reverse supply chain (RSC) management can be implemented to ameliorate environmental
and economic goals simultaneously. In 2020, the devastating influences generated by the …
and economic goals simultaneously. In 2020, the devastating influences generated by the …
Simulating the Principal‐Agent Relationship between Enterprise Owners and Professional Managers Using Evolutionary Game Theory and System Dynamics
L Yuan, X Tao, TS Ramsey, DM Degefu - Complexity, 2021 - Wiley Online Library
The separation of ownership and management is a common operation mode in modern
enterprises, which establishes the principal‐agent relationship between modern enterprise …
enterprises, which establishes the principal‐agent relationship between modern enterprise …
Optimal consumption, investment and life-insurance purchase under a stochastically fluctuating economy
We study the optimal consumption, investment and life-insurance purchase and selection
strategies for a wage-earner with an uncertain lifetime with access to a financial market …
strategies for a wage-earner with an uncertain lifetime with access to a financial market …
Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model
Y He, K Xiang, P Chen, C Wu - Optimization, 2022 - Taylor & Francis
In this paper, we develop an extended constant elasticity of variance (CEV) model with
stochastic volatility to study an optimal investment strategy problem. This extended CEV …
stochastic volatility to study an optimal investment strategy problem. This extended CEV …
[PDF][PDF] The optimal solution to a principal-agent problem with unknown agent ability
We investigate a principal-agent model featured with unknown agent ability. Under the
exponential utilities, the necessary and sufficient conditions of the incentive contract are …
exponential utilities, the necessary and sufficient conditions of the incentive contract are …
[PDF][PDF] Equilibrium decisions on pricing and innovation that impact reference price dynamics
Previous studies have confirmed that reference prices play an essential role in consumer
purchasing decisions, and some researchers have suggested that reference prices are …
purchasing decisions, and some researchers have suggested that reference prices are …
[PDF][PDF] Research Article Simulating the Principal-Agent Relationship between Enterprise Owners and Professional Managers Using Evolutionary Game Theory and …
L Yuan, X Tao, TS Ramsey, DM Degefu - 2021 - pdfs.semanticscholar.org
Simulating the Principal-Agent Relationship between Enterprise Owners and Professional
Managers Using Evolutionary Game Theory a Page 1 Research Article Simulating the …
Managers Using Evolutionary Game Theory a Page 1 Research Article Simulating the …
Optimization of contracts and investment through various continuous-time dynamic principal-agent models
C Lai - 2019 - espace.curtin.edu.au
In this thesis, three dynamic principal-agent models and a defined contribution (DC) pension
model are investigated. Time-varying volatility, ability uncertainty, and time-varying shocks …
model are investigated. Time-varying volatility, ability uncertainty, and time-varying shocks …