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《系统科学与系统工程学报:英文版》
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2007年3期
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AN UTILITIES BASED APPROACH FOR MULTI-PERIOD DYNAMIC PORTFOLIO SELECTION
AN UTILITIES BASED APPROACH FOR MULTI-PERIOD DYNAMIC PORTFOLIO SELECTION
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摘要
这篇论文建议了一个多时期动态最佳的公事包选择模型。假设被做保证推理的严格。这条途径描绘了开发;真实证券市场变化;是一次尝试补救一些最近的研究的缺乏。模型是二次的编程的一种标准形式。而且,这篇论文在真实证券市场论述了一个数字例子。
DOI
0dpom9gxj2/542469
作者
Guoliang YANG;Siming HUANG;Wei CHEN
机构地区
不详
出处
《系统科学与系统工程学报:英文版》
2007年3期
关键词
证券市场
投资风险
风险评估
股票
分类
[自然科学总论][系统科学]
出版日期
2007年03月13日(中国期刊网平台首次上网日期,不代表论文的发表时间)
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来源期刊
系统科学与系统工程学报:英文版
2007年3期
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相关关键词
证券市场
投资风险
风险评估
股票
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