证券组合的快车道问题研究

RESEARCH ON PORTFOLIO TURNPIKE

  • 摘要: 本文建立了新的证券组合最优控制模型,分析了证券市场长期投资过程中证券组合的快车道问题;提出了隐式规划的模拟退火方法,进行了快车道的仿真,这对于证券市场长期稳定运行和投资具有实际意义.

     

    Abstract: In this paper,a new optimal control model of portfolio is established,portfolio turnpike is analyzed,simulated annealing of implicit programming is proposed,simulation of turnpike is progressed.Thiswork has practice significance for the long term motion and investment of portfolio market.

     

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