%0 Journal Article
%T Impact of Dual Stock Holding and Stochastic Income on the InvestorĄ¯s Remuneration Package
%A Kebareng I. Moalosi-Court
%A Edward M. Lungu
%A Elias R. Offen
%J Journal of Mathematical Finance
%P 206-217
%@ 2162-2442
%D 2021
%I Scientific Research Publishing
%R 10.4236/jmf.2021.112011
%X In this paper, we have investigated how an
investorĄ¯s income, who is rewarded by managing dual company stocks and
additionally receives stochastic income, grows. We have calculated the optimal
stock price<span style=\"text-align:justify;\"><span style=\"font-family:Verdana;\"><img src=\"Edit_f720feab-8945-4445-9fd1-3336ba7b327e.png\" alt=\"\" /> </span><span style=\"font-family:Verdana;\">and
the optimal stock output</span></span><span style=\"text-align:justify;font-family:Verdana;\"> <img src=\"Edit_a1b04432-4c27-4496-adef-5d42e2151f86.png\" alt=\"\" /> </span><span style=\"text-align:justify;\"><span style=\"font-family:Verdana;\">that
maximize his returns. We have shown that the best strategy is to choose<img src=\"Edit_4423ced2-c656-4e0a-b329-a82d31ae50f2.png\" alt=\"\" /> <span style=\"white-space:nowrap;\">from the set of prices <img src=\"Edit_30824214-76d2-43cc-a38c-759b2d8c0c19.png\" alt=\"\" />.</span></span></span>
%K Stochastic Income
%K Investment Value Function
%K Remuneration
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=108263