optimal investment

In this paper, we discussed about the optimal investment decisions and given the optimal mathematical models for different investment decisions.

本文对最优投资决策问题进行了讨论,针对不同的投资决策,分别给出了最优化数学模型,为投资部门科学使用资金、避免盲目投资提供了量化参考。

As to the continuous time portfolios model,a question on optimal investment and consumption whichis affected by inflation is researched with dividend payment and stochastic income in incomplete markets under the assumption that securities processes are jump-diffusion processes.

针对连续时间资产组合模型,在证券价格服从跳跃—扩散过程的假设下,研究了在通货膨胀率影响下,不完备金融市场上有随机收入和红利支付情况下的最优投资和消费问题。

A conclusion can be drawn through a constructed case study that the improved model is meaningful and with it investors could make an optimal investment portfolio decision in realworld application.

通过构造性实例研究表明,改进的模型具有理论意义,可以帮助投资者针对具体的实际情况作出风险投资组合的最优投资决策。

This paper derives the equation that the optimal ratio of investment for twodepartment model must satisfy based on the Solow s growth model.

本文依据索罗的经济增长模型,推导出两部门经济模型的最优投资率,并在此基础上讨论了生产函数为柯布 道格拉斯函数时,最优投资率满足的条件。

The principle of determining the optimum investment for safety is analysed.

为保证安全监测系统可靠、经济地运行及重大危险源的安全运转，研究了安全监测系统投资与有效度的关系，分析了确定最优安全投资的原则。

In this paper, we apply the method of martingale analysis to optimal investment and consumption strategies, and some related consequences are acquired.

本文则是运用鞅分析方法探讨最优投资与消费决策问题,获得了一些相关结果。

Research on the VaR and optimal portfolio of stock markets based on Copula;

基于Copula的股票市场VaR和最优投资组合分析

Continuous-time optimal portfolios under a value-at-risk constraint;

一个风险值约束下的连续时间最优投资组合

The optimal portfolio in the frictional market and its algorithm;

一类摩擦市场的最优投资组合及其算法研究

On the Option Value of Investment Under Uncertainty and the Optimal Investment Rule;

投资项目的期权评价与最优投资规则

Research on Optimal Time of Staged Financing in Venture Capital;

风险资本分阶段投资最优投资时机选择研究

The Optimal Investing Strategies of the Institution Investor under the Financial Budget;

资金约束条件下机构投资者最优投资策略

A Study on the Optimal Decision of Enterprise Investment Opportunities With Financing Constraints;

论融资约束下企业最优投资时机选择

A Study on the Optimum Investment Proportion of Insurance Funds in China

我国保险资金最优投资比例问题研究

On the Equivalence for the Two Kind of Optimum Educational Investment Models and Corresponding Optimum Investment Criteria;

两类教育最优投资模型等价性及其相应最优投资准则

The Study of the Utilization of Insurance Capital and Analysis of the Premium Portfolio;

我国保险投资现状及最优投资组合研究

The Research on the Best Portfolio Model of Fund;

证券投资基金的最优投资组合模型研究

On the Option Value Multiple of Investment Under Uncertainty and The Optimal Investment Rule;

投资项目的期权价值乘数与最优投资规则

Analysis of the Investor s Optimal Investment Portfolios under Risk Preference;

投资者风险偏好条件下的最优投资组合分析

Study on the Ascertainment Method of the Coefficientof Optimization Investment Proportion

最优投资比例系数的确定方法研究

The Studying on the Fuzzy Optimization Models of Portfolio Selection Under the Characteristic Curve

特征曲线下的模糊最优投资模型研究

Optimal Portfolios Models with the Risk Control of CVaR;

CVaR风险度量下Log最优投资组合模型

The Optimal Investment in Security Market with Jumps for Insurer;

带跳证券市场中保险公司的最优投资

The Application on Optimal Investment Strategy by Martingale;

鞅分析及其在最优投资组合中的应用

Optimal consumption and investment strategy based on worst-case;

基于最差情况的最优消费和投资策略

STUDY ON OPTIMAL MODEL ABOUT PORTFOLIO INVESTMENT OF VENTURE CAPITAL;

风险资本的组合投资最优化模型研究

Optimal Contract Design in Venture Capital

风险投资最优融资契约安排模型研究