1.
Optimal Consumption and Portfolio Problem for Single Asset and Multi-noise;
单资产多噪声情形下的最优消费资产组合问题
2.
Optimal consumption and portfolio in fractional Brownian motion environment;
分数布朗运动环境下最优消费资产组合
3.
A Problem for Optimal Security Portfolio and Consumption Choice;
证券投资组合和消费选择的最优控制问题
4.
A Model of the Risk Investment with the Optimality Consumption;
考虑最优消费的动态风险投资组合决策模型
5.
A DYNAMIC MODEL OF THE RISK INVESTMENT WITH OPTIMAL CONSUME;
最优消费条件下的动态风险投资组合决策模型
6.
An Improvement about the Optimal Investment/Consumption Portfolio Based on Utility Function
基于效用函数的最优投资消费组合的一个改进
7.
The Optimal Strategy of Consumption and Investment with Proportinal Transaction Costs and Multiple Risky Assets;
多资产下组成比例交易费用的投资消费最优策略
8.
The Impact of Health Risk on Optimal Consumption-portfolio Choice
健康风险对最优消费-证券组合的影响
9.
Study on the Optimal Consumption and Portfolio of Jump Diffusion Process;
基于跳跃——扩散过程的最优消费投资组合问题研究
10.
Optimal Control in Investment Portfolio and Consumption under Typical Utility Index;
典型效用指标下投资组合及消费选择的最优控制
11.
Explicit solutions for the optimal consumption and portfolio of the hyperbolic absolute risk aversion function family;
双曲型绝对风险厌恶函数的最优消费与投资组合的显示解
12.
One Kind of Optimal International Security Investment Portfolio and Consumption Choice Problem;
一类国际证券投资组合和消费选择的最优控制问题(英文)
13.
An Optimal Control Problem on Portfolio and Consumption Choice in International Security Market;
一类国际证券投资组合及消费选择的最优控制问题
14.
Optimize Expected Utility from Terminal Wealth and Consumption with Transaction Costs;
带交易费终端资产和消费的期望效用最优化
15.
The Properties of Discount Asset Optimization under Transaction Costs;
有交易费的无套利资产组合优化性质
16.
Approximation algorithm for complex optimal consumption/portfolio problems;
复杂最优消费组合问题的数值逼近解算法
17.
Optimization of Expected Utility from Terminal Wealth and Consumption with Transaction Costs and Wages
带交易费及工资的终端资产和消费期望效用最优化
18.
An optimal portfolio selection problem in the fixed consumption style is investigated under the mean-variance framework.
在均值-方差框架下研究了一个带有固定消费模式的最优投资组合问题.