dynamic portfolio selection

基本解釋

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(wèn)題的非線性特性，建立了該類問(wèn)題的動(dòng)態(tài)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(fēng)險(xiǎn)價(jià)值約束的動(dòng)態(tài)均值-方差項(xiàng)目投資組郃的數(shù)學(xué)模型，該模型是控制帶約束的隨機(jī)線性二次型（LQ）控制問(wèn)題。