1) optimal portfolio
最优投资组合
1.
Research on the VaR and optimal portfolio of stock markets based on Copula;
基于Copula的股票市场VaR和最优投资组合分析
2.
Continuous-time optimal portfolios under a value-at-risk constraint;
一个风险值约束下的连续时间最优投资组合
3.
The optimal portfolio in the frictional market and its algorithm;
一类摩擦市场的最优投资组合及其算法研究
2) Optimal investment portfolio
最优组合投资
3) Ln-optimal portfolio
Ln-最优投资组合
1.
In the first part of this paper,we study the limit properties of Ln-optimal portfolio in stock market in the absence of the conditions of risk control.
本文的前一部分中研究了无风险控制条件下股票市场的Ln-最优投资组合的极限性质,对一般市场证明了强大数定律和强偏差定理。
4) optimal consumption and portfolio
最优消费与投资组合
1.
Explicit solutions for the optimal consumption and portfolio of the hyperbolic absolute risk aversion function family;
双曲型绝对风险厌恶函数的最优消费与投资组合的显示解