optimal portfolio strategy

基本解釋

Optimal portfolio is a replicating strategy for a certain contingent claim, which sums up to solve a backward stochastic differential equation.
最優(yōu)投資策略就是對(duì)某個(gè)未定權(quán)益的複制策略，這歸結(jié)爲(wèi)一個(gè)倒曏隨機(jī)微分方程的求解。
This paper considers the portfolio optimisation problem for the O-U process. We get the explicit expressions for the optimal trading strategy and the value function.
研究了O-U過(guò)程的最優(yōu)投資問(wèn)題，得到了最優(yōu)投資策略和最優(yōu)投資的價(jià)值函數(shù)的顯示解。
An optimal portfolio selection problem under five constraint conditions of investment strategy in Chinese stock market and how to describe the constraint conditions are studied.
在前人的基礎(chǔ)上，研究在中國(guó)証券市場(chǎng)對(duì)投資策略的五個(gè)約束下的最優(yōu)投資問(wèn)題。