Research Article
Optimal Portfolio Selection of Mean-Variance Utility with Stochastic Interest Rate
| Parameter | Symbol | Value |
| Termination time | | 1 | Initial wealth | | 1 | Risky asset appreciation rate | | 0.12 | Risky asset volatility | | 0.2 | Interest restriction parameter | | 0.189 | Interest restriction parameter | | -0.1612 | Interest restriction parameter | | 0 | Interest rate volatility | | 0.28 | Coefficient between two assets | | -0.1 |
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