optimal portfolio strategy

基本解释

Optimal portfolio is a replicating strategy for a certain contingent claim, which sums up to solve a backward stochastic differential equation.
最优投资策略就是对某个未定权益的复制策略，这归结为一个倒向随机微分方程的求解。
This paper considers the portfolio optimisation problem for the O-U process. We get the explicit expressions for the optimal trading strategy and the value function.
研究了O-U过程的最优投资问题，得到了最优投资策略和最优投资的价值函数的显示解。
An optimal portfolio selection problem under five constraint conditions of investment strategy in Chinese stock market and how to describe the constraint conditions are studied.
在前人的基础上，研究在中国证券市场对投资策略的五个约束下的最优投资问题。