| 多阶段投资组合模型的研究 |
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| 引用本文： | 张阚,惠淑荣,丰雪.多阶段投资组合模型的研究[J].辽宁大学学报(自然科学版),2005,32(4):313-314. |
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| 作者姓名： | 张阚 惠淑荣 丰雪 |
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| 作者单位： | 沈阳农业大学,基础部,辽宁,沈阳,110161 |
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| 摘 要： | 多阶段投资组合问题由于其涉及了较复杂的理论，对它的研究还不多见．以较易于理解的方法给出多阶段投资合模型，旨在对投资者和研究者有所裨益．
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| 关 键 词： | 投资组合 概率分布 尾部概率 大偏差 |
| 文章编号： | 1000-5846（2005）04-0313-02 |
| 收稿时间： | 2005-02-28 |
| 修稿时间： | 2005-02-28 |
Study on the Multistage Portfolio Model |
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| ZHANG Kan,HUI Shu-rong,FENG Xue.Study on the Multistage Portfolio Model[J].Journal of Liaoning University(Natural Sciences Edition),2005,32(4):313-314. |
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| Authors: | ZHANG Kan HUI Shu-rong FENG Xue |
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| Institution: | Shenyang Agricultural University, Shenyang 110161, China |
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| Abstract: | The study on the problem of multistage portfolio is less because it is related to the difficulty theories . We give the study on the multistage portfolio in an easy way, which we think the investors and the researchers would benefit from. |
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| Keywords: | portfolio probability distribution tail probability large deviation |
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