搜索结果: 1-1 共查到“管理学 portfolio diversification”相关记录1条 . 查询时间(0.14 秒)
PORTFOLIO DIVERSIFICATION WITH MARKOVIAN PRICES
Impulsive control portfolios transaction costs Lkvy processes
2009/9/18
The problem of constructing impulsive rebalancing of
portfolios, introduced by Pliska and Suzuki, is solved for models with
general Markovian prices. Existence of the optimal strategy iu established...