A risk-reward model for the on-line leasing of depreciable equipment

Authors:
Yong Zhang;Weiguo Zhang;Weijun Xu;Hongyi Li
Affiliations:
School of Business Administration, South China University of Technology, Guangzhou, Guangdong 510640, PR China;School of Business Administration, South China University of Technology, Guangzhou, Guangdong 510640, PR China;School of Business Administration, South China University of Technology, Guangzhou, Guangdong 510640, PR China;Business Administration Faculty, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong
Venue:
Information Processing Letters
Year:
2011

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Risk-reward models for on-line leasing of depreciable equipment

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Abstract

The optimal deterministic strategy for the on-line leasing of depreciable equipment is presented here for cases with and without an interest rate. A risk-reward model in which the on-line investor can develop optimal strategies based on his/her risk tolerance and forecast is discussed. Numerical analysis shows that the competitive performance is significantly improved in the proposed model.