.png){kind=icon}
.png){kind=icon}
Return
Optimal rates from eigenvalues
.png){kind=icon}
PRE
AI
DOI：10.1016/j.frl.2015.12.003.png)
.png){kind=icon}
Original request for help.png){kind=icon}
Share.png){kind=icon}
Save
Abstract
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.
Keywords:
Interest rates
Partial differential equations
AI Summary
Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.
Journal
IF:
6.9
Papers:
9.0K
Citations:
2.8W
Organization
No organization information available