摘要
给出一个交易成本型证券投资中求最优投资方案的数值算法 ,证明了算法的理论依据 ,并举例说明算法的应用 .
A numerical algorithm is presented for seeking the optimal investing action in portfolio investing with transaction cost. The theory, on which the algorithm depends, is verified strictly. An example is given to demonstrate the use of the algorithm.
出处
《数学的实践与认识》
CSCD
北大核心
2003年第1期30-33,共4页
Mathematics in Practice and Theory
关键词
交易成本型证券投资
投资方案
最优投资方案
数学模型
portfolio investing with transaction cost
investing action
the optimal investing action
