应用数学2004，Vol.17Issue(3)：375-382,8.
资产组合,随机经济增长和政府政策的影响
Portfolio,Stochastic Economic Growth and Effects of Government Policies
摘要
Abstract
In this paper,we consider government policies, investment strategy and individual welfare in a continuous-time stochastic economic growth model. With given assumptions on the production technology, preferences and stochastic shocks, we derive the explicit solutions to the expected net of tax return on asset holdings, the stochastic economic growth rate, the consumption-wealth ratio,portfolio shares and the real rate of return on each asset.关键词
资产组合/随机经济增长/政府政策/福利/回报风险Key words
Portfolio/Stochastic economic growth/Government policies/Welfare/Return risk分类
数理科学引用本文复制引用
王海军,胡适耕,张学清..资产组合,随机经济增长和政府政策的影响[J].应用数学,2004,17(3):375-382,8.
