资产分配的策略比较分析
2000-12-15分类号:没有
【部门】
【摘要】The article gives an comparative analysis between probabilitymaximizing and utilitymaximizing strategy. While probability maximization necessitates some extra risk,it can attain a pre\|determined goal during risk\|adjusted remaining time. When the goal is too high,borrowing occurs.
【关键词】目标概率最大化策略 期望效用最大化策略 连续时间套利组合
【基金】国家自然科学基金资助项目 !(796 70 0 5 7)
【所属期刊栏目】统计研究
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