哈尔滨商业大学学报（自然科学版）Issue(3)：335-337,350,4.
多阶段均值-方差投资组合选择问题研究
Study on multi-stage mean-variance portfolio selection problem
摘要
Abstract
In this paper , taking into account the affect of uncertainty factor on securities port-folio decision, introduced a parameter and the Bayesian theorem , and made a reasonable balance on the mean and variance of the terminal wealth growth multiples , established a multi-stage mean-variance optimal portfolio selection model , used reverse dynamic program-ming method to derive the analytical expression of the optimal investment strategy .关键词
投资组合/多阶段/贝叶斯理论/均值-方差Key words
portfolio/multi-stage/Bayesian theorem/mean-variance分类
数理科学引用本文复制引用
张笑美,刘宣会..多阶段均值-方差投资组合选择问题研究[J].哈尔滨商业大学学报（自然科学版）,2014,(3):335-337,350,4.基金项目
陕西省教育厅科研计划项目资助（项目编号2013JK0594）． （）
