This paper considers multi-period portfolio based on single period modeling given by author. We got the limit of optimal solution for multi-period portfolio, and found the relation of limit which the optimal solution ...This paper considers multi-period portfolio based on single period modeling given by author. We got the limit of optimal solution for multi-period portfolio, and found the relation of limit which the optimal solution sequence and corresponding return sequence.展开更多
文摘This paper considers multi-period portfolio based on single period modeling given by author. We got the limit of optimal solution for multi-period portfolio, and found the relation of limit which the optimal solution sequence and corresponding return sequence.
