| 最优消费条件下的动态风险投资组合决策模型 |
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| 引用本文： | 申树斌,夏少刚. 最优消费条件下的动态风险投资组合决策模型[J]. 经济数学, 2002, 19(3): 38-42 |
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| 作者姓名： | 申树斌 夏少刚 |
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| 作者单位： | 东北财经大学数量经济系,大连,116025 |
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| 摘 要： | 本文给出了一个考虑最优消费的动态风险投资组合数学模型 ,通过该模型投资者能合理确定投资、储蓄和消费的最佳比例。同时本文也指出了该模型所隐含的一些政策涵义
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| 关 键 词： | 最优消费 风险投资 线性规划 |
| 修稿时间： | 2002-02-25 |
A DYNAMIC MODEL OF THE RISK INVESTMENT WITH OPTIMAL CONSUME |
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| Shen Shu bin Xia Shao gang. A DYNAMIC MODEL OF THE RISK INVESTMENT WITH OPTIMAL CONSUME[J]. Mathematics in Economics, 2002, 19(3): 38-42 |
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| Authors: | Shen Shu bin Xia Shao gang |
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| Abstract: | On base of this paper sets up a programming model of risk investrnent with optimal consume. With it investors can establish a proper ratio between invest, saving and consume. We can also acquire many important implications of policy from the model. |
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| Keywords: | Optimal consume risk investment linear programming |
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