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Impact of Dual Stock Holding and Stochastic Income on the Investor’s Remuneration Package
Department of Mathematics and Statistical Sciences, Botswana International University of Science and Technology, Palapye, Botswana
Department of Mathematics and Statistical Sciences, Botswana International University of Science and Technology, Palapye, Botswana
Department of Mathematics, University of Botswana, Gaborone, Botswana
- 1 Department of Mathematics and Statistical Sciences, Botswana International University of Science and Technology, Palapye, Botswana
- 2 Department of Mathematics and Statistical Sciences, Botswana International University of Science and Technology, Palapye, Botswana
- 3 Department of Mathematics, University of Botswana, Gaborone, Botswana
Journal of Mathematical Finance·Volume 11 (2021)·Pages 206–217·Published 1 March 2021·DOI10.4236/jmf.2021.112011
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Abstract
In this paper, we have investigated how an investor’s income, who is rewarded by managing dual company stocks and additionally receives stochastic income, grows. We have calculated the optimal stock price and the optimal stock output that maximize his returns. We have shown that the best strategy is to choose from the set of prices .
KeywordsStochastic IncomeInvestment Value FunctionRemuneration
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