重庆工商大学学报：自然科学版2012，Vol.29Issue(9)：8-13,6.
在约束条件下考虑红利和提前退休的最优投资组合
Optimal Portfolio Model with Earlier Retirement and Dividend Payments under Constraint Conditions
摘要
Abstract
This paper studies optimal portfolio model for earlier retirement problem under retirement age and borrow/lend constraint conditions respectively through considering the case of the dividend-payment of risk assets.Retirement age and borrow/lend constraint conditions will change the agent’s corresponding investment strategy.In this article,we use the method such as stochastic control and so on and obtain the explicit solution to optimal consumption-investment portfolio of the agent under constraint condition.关键词
最优投资组合/退休期限/借贷约束/红利/随机控制Key words
optimal investment portfolio/retirement age/borrow/lend constraint/dividend/stochastic control分类
管理科学引用本文复制引用
曹安照,田丽,周明龙,苏凯,程晶晶..在约束条件下考虑红利和提前退休的最优投资组合[J].重庆工商大学学报：自然科学版,2012,29(9):8-13,6.基金项目
国家自然科学基金 （）
安徽省自然科学基金（11040606M24）. （）
