The mean variance models are formulated respectively in three market cases: (i) The stock prices follow jump diffusion process; (ii) Fixed consumption is considered; (iii) The market coefficients are stochastic processes.
分别建立了股票价格服从跳跃扩散过程、考虑固定消费、市场系数为随机过程这三种情形下的均值-方差模型。
参考来源 - M·2,447,543篇论文数据,部分数据来源于NoteExpress
Under the condition that the fixed consumption can be guaranteed, we tries to maximize expected utility from final wealth.
投资者的目的是:在保证固定消费正常进行的条件下,使最终财富的期望效用最大。
Continued financial sector reform, and disintermediation, is essential in China's efforts to rebalance its economy away from a fixed-asset investment model towards domestic consumption and services.
在中国再平衡其经济、从固定资产投资模式转向国内消费及服务模式的过程中,持续的金融业改革和非中介化是必不可少的。
应用推荐