【摘要】 本文研究一类带交易成本证券投资组合选择的求解 ,在风险不超过某个阀值的假设下 ,我们给出一种求解方法 ,最后本文通过实例计算表明该方法是有效的。更多还原

【Abstract】 This paper studied how to solve this problem about portfolio and investment selection with transaction cost. we assumed the risk did not exceed a threshold, then we give a solution to this problem, at last, a computed instance illustrated this solution is effective.更多还原