Dynamic optimal capital growth of diversified investment

著录项

• 来源
  《Journal of applied statistics》 |2015年第4期|577-588|共12页
• 作者

  Luo Yong; Zhu Bo; Tang Yong;

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• 作者单位

  College of Science, Ningbo University of Technology, 315211 Ningbo, People's Republic of China,School of Management and Economics, University of Electronic Science and Technology, 610054 Chengdu, People's Republic of China;

  School of Finance, Southwestern University of Finance and Economics, 610074 Chengdu, People's Republic of China;

  School of Management and Economics, University of Electronic Science and Technology, 610054 Chengdu, People's Republic of China,Department of Physics, University of Fribourg, Chemin du Musee 3, CH-1700 Fribourg, Switzerland;

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• 收录信息
• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词

  capital growth; asset allocation; portfolio optimization; diversification; reinvestment;

  机译：资本增长;资产分配;投资组合优化;多样化;再投资;