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资产分配的策略比较分析
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作者 蔡明超 张静 《统计研究》 CSSCI 北大核心 2000年第12期21-24,共4页
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-adjus... 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. 展开更多
关键词 目标概率最大化策略 期望效用最大化策略 连续时间套利组合
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