Optimal investment in a market with random interest rate for borrowing: an explicit closed-form solution.
Abdullah AljalalBujar GashiPublished in: CoDIT (2022)
Keyphrases
- supply chain
- closed form solutions
- managerial insights
- decision making
- closed form
- special case
- point correspondences
- constrained optimization
- optimal portfolio
- relative pose
- competitive market
- asset allocation
- risk aversion
- portfolio management
- optimal solution
- real option
- brownian motion
- portfolio selection
- long run
- investment strategies
- stock market
- pairwise
- image sequences