| 证券投资转换决策方法 |
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| 引用本文： | 张俊国,杨丽琴,路迹,潘德惠.证券投资转换决策方法[J].东北大学学报(自然科学版),1999,20(2):4-202. |
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| 作者姓名： | 张俊国 杨丽琴 路迹 潘德惠 |
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| 作者单位： | 东北大学工商管理学院;辽宁国投证券总部 |
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| 摘 要： | 就投资者如何在一定的市场风险和投资收益情况下确定证券投资及转换决策,描述了一种“转换开关”决策法,考虑在计划期内如何利用最优控制方法,找出一个投资决策转换开关时刻,以此把资金分配于不同的证券,获取最大收益·
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| 关 键 词： | 证券投资 资金分配 收益 控制 |
Method Research of Securities Investment Allocation Decision |
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| Zhang Junguo,Yang Liqin,Lu Ji,Pan Dehui.Method Research of Securities Investment Allocation Decision[J].Journal of Northeastern University(Natural Science),1999,20(2):4-202. |
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| Authors: | Zhang Junguo Yang Liqin Lu Ji Pan Dehui |
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| Abstract: | A switch method was described to determine the optimal securities investment allocation policy during planning period. Namely, the method can help investors find out the switching time through optimal control theory, and reach a decision on how to allocate investment to maximize the total income at the terminal time. |
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| Keywords: | securities investment investment allocation income optimal control |
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