期刊文献+

证券市场影响下投资的最优策略分析 被引量:1

The Optimal Strategy Analyze under the Influence of Securities Market
下载PDF
导出
摘要 研究了在状态概率给定的条件下,投资者如何在项目投资和证券投资中进行最优策略分析。 In this paper,the optimal strategy on the project investment and the securities investment under the certain environment is studied,at last an example is given.
出处 《决策与决策支持系统》 1997年第4期67-72,共6页
基金 国家自然科学基金
关键词 证券市场 投资决策 最优策略 securities market,investment decision,optimal strategy
  • 相关文献

同被引文献14

  • 1邓永录 梁之舜.随机点过程及其应用[M].科学出版社,1998..
  • 2Merton R C.Optimal consumption and portfolio rules in a continuous time model[J].Journal of Economic Theory,1971,8(3):373-413.
  • 3Duffie D,Fleming W,Soner M,et al.Hedging in incomplete markets with HARA utility[J].Journal of Economic,Dynamics and Control,1997,21:753-782.
  • 4Cuoco D.Optimal consumption and equilibrium prices with portfolio constraints and stochastic income[J].Jomal of Economic Theory,1997,72:33-73.
  • 5Pham H.Smooth solutions to optimal investment models with stochastic volatilities and portfolio constraints[J].Applied Mathematics & Optimization,2002,46:55-78.
  • 6Aase K K.Optimal portfolio diversification in a general continuous time model[J].Stochastic Process and Their Application,1984,18(1):81-98.
  • 7Aase K K.Adissible investment strategies in continuous trading [J].Stochastic Process and Their Application,1988,30 (2):291-301.
  • 8Bernt Oksendall.Stochastic Differential Equations[M].4th ed.New York:Springer-Verlag,1995.9-12.
  • 9Fleming W,Mete Soner H.Controlled Markov Processes and Viscosity Solutions[M].New York:Springer-Verlag,1992.43- 51.
  • 10Bertsekas D.Dynamic Deterministic and Stochastic Models[M].New Jersy:Prentice-Hall Inc,1987.184-186.

引证文献1

二级引证文献7

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部