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投资消费策略
相关语句
  optimal investment and consumption
     An Explicit Solution to Optimal Investment and Consumption with Partial Information
     部分信息下的最优投资消费策略显式解
短句来源
     OPTIMAL INVESTMENT AND CONSUMPTION RULES
     最优投资消费策略
短句来源
     Optimal Investment and Consumption with Partial Information and Valuation for Information
     部分信息下投资消费策略及信息价值测算
     In the present paper we address the optimization problem of an investor who wants to maximize the expected total utility from consumption. In the general situation we establish an explicit solution to the optimal investment and consumption determined by the security prices.
     本文讨论投资者极大化生命期期望消费效用的最优化问题.在较一般情形下,给出了由证券交易价格.(部分信息)决定的最优投资消费策略显式解.
短句来源
  consumption and investment strategy
     The introduction of transaction costs adds considerable complexity to the optimal Consumption and Investment Strategy problem.
     交易费用的存在使用最优投资消费策略问题非常复杂。
短句来源
  “投资消费策略”译为未确定词的双语例句
     An explicit solution is shown to the optimization problem of an investor who wants to maximize the expected total utility from consumption with partial information.
     对投资者极大化生命期期望消费效用的最优化问题 ,在较一般情形下给出了由证券交易价格 (部分信息 )决定的最优投资消费策略显式解 ;
短句来源
     This paper deduces the partial differential equation that invenstment and consumption reles satisfy under the assumption that stock procing processes are jump diffusion processes.
     本文在股票价格过程为跳—扩散过程的情形下 ,讨论了最优投资消费策略问题 ,得到了最优投资消费策略的偏微分方程
短句来源
     In this paper an investment-consumption model associated with a type of funds is constructed using the method of stochastic control.
     该文构建了一类基金(教育基金)的投资消费模型,它的特点是直接与基金的投资目的有效相联. 对于无固定流的情况,应用经典的随机控制理论得出了模型的最优投资消费策略;
短句来源
     This paper addresses the optimization problem of maximizing the expected total utility from consumption. By means of martingale method and filter theory, the paper acquires an explicit solution to optimal investment & consumption determined by the security prices for the special security price process.
     本文讨论投资者极大化生命期期望消费效用的最优化问题,对于特殊的股票价格动态模型及一般效用函数,运用鞅方法、随机滤波理论,给出了由证券交易价格(部分信息)决定的最优投资消费策略显式解。
  相似匹配句对
     OPTIMAL INVESTMENT AND CONSUMPTION RULES
     最优投资消费策略
短句来源
     OPTIMAL INVESTMENT AND OPTIMAL CONSUMPTION STRATEGIES
     最优投资及最优消费策略
短句来源
     Study of Consumption Investment Policies Allowing Borrowing
     容许借贷的消费投资策略研究
短句来源
     Study on the Consumption-Portfolio Strategy with Risk Aversion
     带有风险回避的消费投资策略研究
短句来源
     Optimal Securities Investment Policy Under the Discounted Consumption
     贴现消费优化下的证券投资策略
短句来源
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  optimal investment and consumption
In this paper, optimal investment and consumption decisions for an optimal choice problem in infinite horizon are considered.
      
Optimal investment and consumption models with non-linear stock dynamics
      
For utility functions of HARA type, we calculate the optimal investment and consumption policies together with an explicit expression for the value function when the Lévy process has only negative jumps.
      
Asymptotic analysis for optimal investment and consumption with transaction costs
      
The goal is to choose optimal investment and consumption policies to maximize the infinite-horizon expected discounted hyperbolic absolute risk aversion (HARA) utility of consumption.
      
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A useful property of the gradient operator on Banach space D 1,1 is established. Both valuation and hedging of the arithmetic Asian option are provided. An explicit solution is shown to the optimization problem of an investor who wants to maximize the expected total utility from consumption with partial information. Under the assumption that the loan rate is bigger than the saving rate, the optimal strategy for a company with fixed liabilities is dealt with.

给出 Banach空间 D1,1上梯度算子 D的一个性质 ,以及算术型亚式期权的定价与套期保值策略的计算途径 ,该计算途径将定价及套期保值策略的计算转变为一个简单的偏微分方程的求解 ;对投资者极大化生命期期望消费效用的最优化问题 ,在较一般情形下给出了由证券交易价格 (部分信息 )决定的最优投资消费策略显式解 ;从贷款利率高于存款利率的实际出发 ,讨论债务固定公司的最优投资策略问题 ,得到最优策略是公司当前财富净值的分段线性函数。

In the present paper we address the optimization problem of an investor who wants to maximize the expected total utility from consumption. In the general situation we establish an explicit solution to the optimal investment and consumption determined by the security prices.

本文讨论投资者极大化生命期期望消费效用的最优化问题.在较一般情形下,给出了由证券交易价格.(部分信息)决定的最优投资消费策略显式解.

Invenstment and Consumption rules are the main problems in mathematical finance.Under the assumption that stock pricing processes are diffusion processes,Merton attains the close-fom soluction.This paper deduces the partial differential equation that invenstment and consumption reles satisfy under the assumption that stock procing processes are jump diffusion processes.

投资消费问题是数理金融中的一个主要问题 .Merton在假设股票价格过程为扩散过程的情形下 ,给出了最优投资消费策略的显式解 .本文在股票价格过程为跳—扩散过程的情形下 ,讨论了最优投资消费策略问题 ,得到了最优投资消费策略的偏微分方程

 
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