Fourthly this paper establishes optimal investment strategy of the portfolio including n risky assets and one risk-free asset.
考虑了谱风险测度下的含多种风险资产和一种无风险资产的投资组合的最优投资策略问题。
参考来源 - 谱风险测度及其有效前沿·2,447,543篇论文数据，部分数据来源于NoteExpress
最优策略要求理性的（机构）投资者以折价获得分配的新股，然后在上市后逐渐转售给狂热的个人投资者。
The optimal strategy requires rational investors be allocated the new issues at a discount and then resell them to exuberant individual investors after going public.
研究了在非瓦尔拉斯市场中，当市场的价格冲击函数为变现速度的非线性函数时，投资者的最优变现策略和最优变现时间问题。
In a non-Walrasian market with nonlinear price impact function, the optimal liquidation strategy and optimal liquidation time are investigated for institution investors.
在供应曲线为线性形式时，使用极大值原理方法，得到了机构投资者最优变现策略的解析形式解；
There were two situations as follows: as the supply curve was linear, the analytical solution was presented by implementing;
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