探讨了H值意义下不允许卖空时，优良证券组的筛选策略，给出了可行证券组的定义以及性质，最后得到了市场指数模型下优良证券组合筛选的......

本文基于均方差准则研究了Heston模型中确定缴费型养老金(defined contribution,DC)计划的最优投资策略.假定养老金计划可投资于一......

In this paper, we focus on a constant elasticity of variance(CEV) model and want to find its optimal strategies for a me......