摘要
The article gives an comparative analysis between probabilitymaximizing and utilitymaximizing strategy. While probability maximization necessitates some extra risk,it can attain a pre-determined goal during risk-adjusted remaining time. When the goal is too high,borrowing occurs.
The article gives an comparative analysis between probabilitymaximizing and utilitymaximizing strategy. While probability maximization necessitates some extra risk,it can attain a pre-determined goal during risk-adjusted remaining time. When the goal is too high,borrowing occurs.
出处
《统计研究》
CSSCI
北大核心
2000年第12期21-24,共4页
Statistical Research
基金
国家自然科学基金资助项目(79670057)