安徽工程大学学报
安徽工程大學學報
안휘공정대학학보
Journal of Anhui Polytechnic University
2015年
5期
78-85
,共8页
通货膨胀%跨期资产配置%动态规划%HJB 方程%Knight 不确定
通貨膨脹%跨期資產配置%動態規劃%HJB 方程%Knight 不確定
통화팽창%과기자산배치%동태규화%HJB 방정%Knight 불학정
inflation%intertemporal asset allocation%dynamic programming%HJB equation%Knightian un-certainty
阐述了通胀风险下的跨期资产配置问题。首先结合国内外学者在该领域的研究成果介绍了跨期资产配置问题的研究现状；其次从跳扩散环境、红利支付、通胀和 Knight 不确定4个方面阐述了跨期资产配置问题；最后对通胀下跨期资产配置问题的未来研究进行了展望。
闡述瞭通脹風險下的跨期資產配置問題。首先結閤國內外學者在該領域的研究成果介紹瞭跨期資產配置問題的研究現狀；其次從跳擴散環境、紅利支付、通脹和 Knight 不確定4箇方麵闡述瞭跨期資產配置問題；最後對通脹下跨期資產配置問題的未來研究進行瞭展望。
천술료통창풍험하적과기자산배치문제。수선결합국내외학자재해영역적연구성과개소료과기자산배치문제적연구현상；기차종도확산배경、홍리지부、통창화 Knight 불학정4개방면천술료과기자산배치문제；최후대통창하과기자산배치문제적미래연구진행료전망。
The intertemporal asset allocation problem under inflationary risk is elaborated.Firstly, together with the research of scholars in this field at home and abroad,the study status of intertemporal asset allocation problem is discussed;Secondly,the intertemporal asset allocation problem is described from the aspects of the jump diffusion environment,dividend payments,inflation and Knightian uncer-tainty respectively;Finally,the future study of the intertemporal asset allocation with inflationary risk is prospected.
