1.
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
2.
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
3.
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
4.
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
5.
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
6.
STOCHASTIC CONSUMPTION AND INVESTMENT CONTROL WITH CONSTRAINTS;
具有约束的随机消费与投资最优控制
7.
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
8.
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
9.
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)
10.
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
11.
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
12.
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
13.
Development of the Optimal Consumption/Investment Model;
最优投资与消费模型研究的回顾与展望
14.
Application of Martingale Analysis to Optimal Investment and Consumption Strategies;
鞅分析在最优投资与消费策略中的应用
15.
Optimizing the Investment and Consumption of the REC Model with High Dimensions
最优消费与投资高维REC模型的求解方法
16.
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
17.
Discrete Multi-factor Portfolio Optimization Model with Transaction Cost
带交易费用的离散多因素投资组合最优化(英文)
18.
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