摘要
本文给出了一个考虑最优消费的动态风险投资组合数学模型 ,通过该模型投资者能合理确定投资、储蓄和消费的最佳比例。
On base of this paper sets up a programming model of risk investrnent with optimal consume. With it investors can establish a proper ratio between invest, saving and consume. We can also acquire many important implications of policy from the model.
出处
《经济数学》
2002年第3期38-42,共5页
Journal of Quantitative Economics
关键词
最优消费
风险投资
线性规划
Optimal consume, risk investment, linear programming
