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A quantifying method of microinvestment optimum

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Author Info
Albu, Lucian-Liviu
Camasoiu, Ion
Georgescu, George

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Abstract

Amid the controversies around the optimisation criteria and the objective functions when applying mathematical methods in economics, we proposed a method of quantifying a multi-criteria optimum, called critical distance method. The demonstration of this method is exemplified by assessing the investment optimum at microeconomic level (project or company portfolio choice). A hyperbolic paraboloid function of three variables (the recovery time, the investment value and the unit cost) representing a surface of the second degree has been defined. The intersection of the hyperbolic parabola planes identifies the point where the three considered variables have the same value, signifying an equal importance attached to them and revealing the optimum level of their interaction. The distance from this critical point to the origin represents, in fact, the criterion according to which one could choose the most efficient investment alternative. In our opinion, the proposed method could be extended to the study of any economic process.

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File URL: http://mpra.ub.uni-muenchen.de/14928/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 14928.

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Date of creation: Jan 1985
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Handle: RePEc:pra:mprapa:14928

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Related research
Keywords: microeconomic optimum; critical distance method; portfolio choice; investment alternatives; multi-criteria optimum;

Find related papers by JEL classification:
B21 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Microeconomics
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Quantitative and Mathematical
C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis

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This page was last updated on 2009-12-17.


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