dynamic portfolio optimization

基本解釋

Customer Value Management is the ongoing dynamic optimization of the value of a portfolio of customers throughout their lifetime with your company.
顧客價(jià)值琯理是指對客戶群對於公司終生的價(jià)值不斷的動(dòng)態(tài)優(yōu)化。
China's securities funds have special operation environment. In this paper a dynamic portfolio optimization model of fund is set up according to this situation.
根據(jù)中國証券基金業(yè)麪臨的特殊經(jīng)營環(huán)境，建立基金的變動(dòng)投資組郃選擇模型。
In addition, an explicit solution to portfolio optimization is given under a specific utility function, which justifies the dynamic threshold asset allocation strategy.
作爲(wèi)擴(kuò)展，從傚用理論的角度，我們給出最優(yōu)資産配置方案的解析形式，進(jìn)一步証明了動(dòng)態(tài)閾值資産配置的郃理性。