最优投资与消费模型研究的回顾与展望  

Development of the Optimal Consumption/Investment Model

作　　者：韩泽县[1] 王岳森[1] 

机构地区：[1]天津大学管理学院,天津300072

出　　处：《西北农林科技大学学报（社会科学版）》2005年第1期68-74,共7页Journal of Northwest A&F University(Social Science Edition)

基　　金：国家杰出青年科学基金资助项目(70225002)

摘　　要：20世纪70年代以来最优投资与消费问题的研究一直十分活跃。本文以现代金融学的发展为背景,概述了最优投资与消费问题研究各个历史阶段,研究方法、代表人物及其成果,重点对国外最优投资与消费模型的研究动态作了详尽阐述。最后简要介绍了我国的研究动态。The study of optimal consumption/investment has been very active since 1970's.With the modern finance development as background, this paper explains the stages of optimal consumption/investment study and main researchers and their contributions as well as methods used. Especially, we carefully discussed the studying situation of optimal consumption/investment in overseas. At last, we roughly introduce the studying situation in our country.

关 键 词：微观金融学 最优投资与消费 随机最优控制 鞅方法 

分 类 号：F830.91[经济管理—金融学]