动态组合投资

金融市场条件高阶矩风险与动态组合投资

Conditional Higher Moments Risk and Dynamic Portfolio in Financial Markets

基于多目标优化和效用理论的高阶矩动态组合投资

Dynamic Portfolio Analysis for Higher Moments Based on Multi-objective Programming and Utility Theory

最后指出协同持续概念在动态组合投资、风险规避策略中的意义和作用。

Finally , the meaning and action in dynamic portfolio and risk avoiding are pointed out .

本文针对流动性资产的多期动态组合投资问题进行研究，提出基于极小偏差平方和的多期动态组合投资最优权序列矩阵的概念，并给出确定最优权序列矩阵的方法和应用示例。

In this paper , the multi-period dynamic combined investment of liquidity property is considered . We introduce a concept of muti-period optimal weight series matrix of dynamic combined investment . We can determine the optimal weight series matrix at suitable time series by minimizing errors square sum .

动态组合证券投资决策非线性递推规划模型

On non linear recursive programming approach of dynamic portfolio investment

动态证券组合投资的价量关系研究

The Research on Price and Trade Volume Analysis in Dynamic Portfolio Investment

针对现有动态组合证券投资决策方法的不足，引入递推规划的思想和方法建立了动态组合证券投资决策的非线性递推规划模型。

In allusion to the shortcomings of the current dynamic portfolio investment decision methods , this paper presents a non linear recursive programming approach for dynamic portfolio investment decision through the introduction of recursive programming .