arrow
返回

Optimal rates from eigenvalues

delete2016-02-01
delete1
PRE
AI
P
Peter Carr
P
Pratik Worah *
DOI:10.1016/j.frl.2015.12.003delete
delete原文链接
delete原文求助
delete分享
delete收藏
摘要

摘要

En 中文
A financial portfolio typically pays dividend based on its value. We show that there is a unique portfolio that pays the maximum dividend rate while remaining solvent, under appropriate assumptions. We also give a characterization of both the portfolio and the optimal dividend rate. (C) 2015 Elsevier Inc. All rights reserved.
Keyword:
Interest rates
Partial differential equations
AI总结

AI总结

对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。

期刊

Finance Research Letters 封面图
Finance Research Letters
IF:
6.9
论文数:
9.1K
被引数:
2.8W

机构

暂无机构信息
引用论文

引用论文

Profiling Emergency Nurse Practitioner Service
err2014-07-01
err0
errOAAI
errJane O'Connell; Glenn Gardner; Fiona Coyer
err分享
err收藏
Long-Term Risk: An Operator Approach
err2009-01-01
err151
errOAAI
errHansen, Lars Peter; Scheinkman, Jose A.
err分享
err收藏
err分享
err收藏
Changes in tissue polyunsaturated fatty acids with age, in spontaneously hypertensive rats
err1998-08-01
err0
PREAI
errMarie‐Claire Delachambre; Michel Narce; Philippe Asdrubal; Jean‐Pierre Poisson
err分享
err收藏
没有更多内容