【摘要】 数理方法的应用能够解决投资者在实际投资中所遇到的各种投资组合[1]问题,为投资者提供合理的理论依据。通过在现有的资产-负债模型中加入带跳部分,以达到进一步优化模型的目的,建立更为合理的资产-负债模型,从而让投资组合选择在跳-扩散过程下的资产-负债模型中更加具有理论和现实意义。更多还原

【Abstract】 The application of mathematical methods can solve various portfolio issues that investors will encounter in actual investment,which provides reasonable theory basis for the investor.Based on the existing asset-liability model,jumping part is added to the asset in this paper.It could achieve further optimization and establish asset-liability model more reasonably,so that the portfolio selection has more theoretical and practical significance in this model.更多还原