统计研究 ›› 2000, Vol. 17 ›› Issue (12): 21-24.

• 论文 • 上一篇    下一篇

资产分配的策略比较分析

蔡明超, 张静   

  • 出版日期:2000-12-15 发布日期:2012-02-14

Comparative analysis on the strategies of asset allocation

CAI Ming-Chao, ZHANG Jing   

  • Online:2000-12-15 Published:2012-02-14

Abstract: The article gives an comparative analysis between probability maximizing and utility maximizing strategy. While probability maximization necessities some extra risk, it can attain a pre-determined goal during risk-adjusted remaining time. When the goal is too high, borrowing occurs.