摘要
就投资者如何在一定的市场风险和投资收益情况下确定证券投资及转换决策，描述了一种“转换开关”决策法，考虑在计划期内如何利用最优控制方法，找出一个投资决策转换开关时刻，以此把资金分配于不同的证券，获取最大收益·
A switch method was described to determine the optimal securities investment allocation policy during planning period. Namely, the method can help investors find out the switching time through optimal control theory, and reach a decision on how to allocate investment to maximize the total income at the terminal time.
出处
《东北大学学报（自然科学版）》
EI
CAS
CSCD
北大核心
1999年第2期199-202,共4页
Journal of Northeastern University(Natural Science)
基金
辽宁省自然科学基金
关键词
证券投资
资金分配
决策
证券组合
securities investment, investment allocation, income, optimal control.
