| 典型效用指标下消费投资策略的最优化问题 |
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| 引用本文： | 王波,张秀娟,王向荣. 典型效用指标下消费投资策略的最优化问题[J]. 山东科技大学学报(自然科学版), 1999, 0(1) |
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| 作者姓名： | 王波 张秀娟 王向荣 |
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| 作者单位： | 山东大学数学与系统科学学院，山东矿业学院应用数学与软件工程系 |
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| 摘 要： | 讨论证券市场上消费投资策略的最优化问题，运用直接构造的方法得到一类典型的效用函数指标下最优的投资组合和消费策略。
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| 关 键 词： | 证券市场；消费投资策略；期望效用 |
Optimization of Consumption and Investment Strategy Under Typical Utility Index |
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| Wang Bo. Optimization of Consumption and Investment Strategy Under Typical Utility Index[J]. Journal of Shandong Univ of Sci and Technol: Nat Sci, 1999, 0(1) |
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| Authors: | Wang Bo |
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| Affiliation: | Wang Bo(Math. Sys. Sci.Dept.of Shandong University) Zhang xiujuan Wang Xiangrong(Dept. of Appl. Math. and Sofware Eng. SIMT) |
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| Abstract: | In this paper,we discuss the optimization problem of consumption and investment strategy in the security market ,and the optimal strategy under a kind of typical utility index is given by a direct structrue method. |
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| Keywords: | security market consumption and investment strategy expected utility |
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