RESEARCH ON PORTFOLIO TURNPIKE

HUANG Xiaovuan. RESEARCH ON PORTFOLIO TURNPIKE[J]. INFORMATION AND CONTROL, 1994, 23(2): 71-75.

Citation:

HUANG Xiaovuan. RESEARCH ON PORTFOLIO TURNPIKE[J]. INFORMATION AND CONTROL, 1994, 23(2): 71-75.

Citation:

HUANG Xiaovuan. RESEARCH ON PORTFOLIO TURNPIKE[J]. INFORMATION AND CONTROL, 1994, 23(2): 71-75.

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.

FullText(HTML)

Export File