【摘要】 在Black-Scoles型金融市场设置下,具有条件期望收益约束的动态投资模型表明,投资期限增大,则所面临的在险资本会减少;较高的终端财富预期,对应着更大的风险承担和更长的投资期限.更多还原

【Abstract】 In Black-Scoles type financial markets,a Dynamic Investment Model with constraint of Condition-math-expectation is described as following:The longer is the investment period,the larger is the proportion of the risk assets hold by investors.更多还原