In this paper, the multi-period dynamic combined investment of liquidity property is considered.
本文针对流动性资产的多期动态组合投资问题进行研究,提出基于极小偏差平方和的多期动态组合投资最优权序列矩阵的概念,并给出确定最优权序列矩阵的方法和应用示例。
Liquidity asset pricing, integrating the classic asset pricing and market microstructure, researches the liquidity as a factor in asset pricing and has become one of the main issues in the field of modern financial research.
而流动性资产定价理论结合了传统资产定价理论和市场微观结构理论,将流动性作为资产定价的一个重要因素进行研究论证,并已成为当今金融领域研究的一个热点。