不确定终止时间多阶段投资消费模型研究.docVIP

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不确定终止时间多阶段投资消费模型研究.doc

Dissertation Submitted to Hebei University of Technology for The Master Degree of Science in Applied Mathematics Multistage Portfolio and Consumption Model When Time-horizon is Uncertain by Wang Bin Supervisor: Vice-Prof. Chen Shuang Dec 2011 à  ó’??a??  ?? ?(?a??m  ? ?Y]?¤ á ?  .?? ??? ???(?a??me ‘ ′¤^ ? ?·`Y ]?¤ .·?·?7K?|tk???ox] ú d ?ox] ?±Y]§ ′?ox] ?I? ′¤ § ′oxy I?~ ′¤ §±?¤úaà] ^ òy?·?·8I§?á . 3b? t ?· ?L′ò]7 ü= ?1¥ ?1e,|^é ó·{úC?? an?,| ·`?¤ü? c?(t) ú·`?LL§ Xtz?§ ?í ?Y]ü?÷v ·§ …i: Y]|ü§?¤§ ′¤^§ ^?ê§éó§C?? a i ?(?a??m ? ?Y]?¤  .?? Multistage Portfolio and

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