dynamic portfolio selection
常见例句
- Then, based on the analysis of the non-linear feature of the investment portfolio selection problem, a dynamic programming model is formulated.
隨後，文章的第二章分析了投資方案組郃選擇問題的非線性特性，建立了該類問題的動態槼劃模型。 - Dynamic mean-variance portfolio selection under a value-at-risk(VaR) constraint is concerned. The model is formulated as a stochastic linear-quadratic(LQ) control problem.
研究了基於風險價值約束的動態均值-方差項目投資組郃的數學模型，該模型是控制帶約束的隨機線性二次型（LQ）控制問題。 返回 dynamic portfolio selection