摘要
根据随机过程理论和序贯决策理论,从投资者角度出发,对投资开放式基金进行了研究,并考虑了交易费用(申购费和赎回费),引入随机折扣因子,给出一种投资的最优决策方法。最后给出一个仿真算例。
According to the theory of random process and sequential decision, this thesis has carried out a research on the open-end securities investment funds from the angle of investors, and given a consideration on the transaction costs (fee ofsubscription and redeeming). It also introduces in the random discounting facotr, provides a method on confirming the most favourable strategy of investing on certain funds, and finally an emulational formula has been summarized.
出处
《系统工程理论方法应用》
2004年第2期157-160,共4页
Systems Engineering Theory·Methodology·Applications
基金
辽宁省自然科学基金资助项目(002012)
