The optimal asset allocations have been realized when the objective function and constraints are adjusted and improved according to every specific problem and the uncert...

• 对未来不确定的经济因素采用向量自回归方法进行预测,得到了最优资产配置,使得与负债选择和投资者财富相联系的资产投资决策通过多期随机规划达到最优。