动态规划方法在两阶段安全第一投资组合问题中的应用

J4 ›› 2011, Vol. 49 ›› Issue (04): 679-680.

HUA Qiuling¹, XU Lu²

1. College of Economics, Jilin University, Changchun 130012, China;2. College of Mathematics, Jilin University, Changchun 130012, China

CLC Number:

HUA Qiu-Ling, HU Lu. Application of Dynamic Programming Method inTwoStage Safety First Portfolio Selection[J].J4, 2011, 49(04): 679-680.

[1]	CHEN Yongheng, ZUO Xianglin. Parallel TwoWay Enumeration Join Based onMulticores Environment [J]. Journal of Jilin University Science Edition, 2014, 52(01): 59-64.
[2]	FU Ning. Optimal Strategy of EquityLinked Life Annuity byDynamic Programming [J]. J4, 2010, 48(05): 771-773.
[3]	HUA Qiu-Ling, SU Meng-Long, LV Xian-Rui, WANG Dui-. Dynamic Programming Method for Solvingthe Portfolio Problem under Transaction Costs [J]. J4, 2009, 47(05): 893-898.

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