【摘要】 基于条件风险价值(CVaR)风险理论,建立了n周期最优资产组合的风险控制模型,证明了n周期投资风险模型最优解的存在性与唯一性,为n周期投资策略优于连续单周期投资策略及其风险控制提供模型分析,并进行了实例计算与分析.更多还原

【Abstract】 According to CVaR risk theory,this article has established the risk control model of the superior property combination in n circles.It is proved that the superior solution in the risk model is existent and unique,and the research provides the model analysis that the n circles investment strategy is better than the continuous single circle investment strategy.更多还原