Optimal Credit Investment with Borrowing Costs
Year of publication: |
2016
|
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Authors: | Bo, Lijun |
Other Persons: | Capponi, Agostino (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kapitalkosten | Cost of capital | Kredit | Credit | Portfolio-Management | Portfolio selection | Liquiditätsbeschränkung | Liquidity constraint | Kreditgeschäft | Bank lending |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Forthcoming in Mathematics of Operations Research Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 25, 2016 erstellt |
Classification: | G11 - Portfolio Choice ; G31 - Capital Budgeting; Investment Policy ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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