周志,费为银,梁勇

• 1:安徽工程大学数理学院

摘要(Abstract)：

投资组合选择问题一直是金融界研究的基本问题之一.首先,根据不同时期国内外学者的研究成果,介绍了投资组合选择问题的研究现状;其次,详细介绍了带有相关性风险的跨期投资组合选择问题的研究现状,并给出了多风险资产收益的方差-协方差矩阵是随机情形下的模型;最后,对跳扩散、通货膨胀以及Knight不确定情形下相关性风险的跨期投资组合选择问题的未来研究进行了展望分析.

关键词(KeyWords)： 相关性风险;跨期投资组合;随机控制;跳扩散;通货膨胀;Knight不确定

Abstract:

Keywords:

基金项目(Foundation): 国家自然科学基金资助项目(71571001)

作者(Author): 周志,费为银,梁勇

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