负债下摩擦市场投资组合的概率准则模型  

Probability criterion model of optimal portfolio selection of friction market with liability

作　　者：唐俊[1] 丁立刚[1] 魏福红[1] 

机构地区：[1]内蒙古科技大学理学院,内蒙古包头014010

出　　处：《内蒙古科技大学学报》2007年第3期284-288,共5页Journal of Inner Mongolia University of Science and Technology

摘　　要：讨论了负债条件下,并存在税收、红利和交易费等摩擦因素影响的单阶段投资组合最优化选择问题的概率准则模型,并给出了模型的一些基本性质.This thesis mainly deals with the probability criterion model of tow-period optimal portfolio selection of friction market with liability,which is somehow influenced by friction factors such as tax,dividend and transaction cost,and presents the analytical expressions of the model.

关 键 词：摩擦市场 投资组合 概率准则模型 

分 类 号：F224[经济管理—国民经济]