%0 Journal Article
%T A Method of Dynamic Money Management Maximizing the Most Possible Return<br>一种概率意义下收益最大化的动态资金管理方法
%A TANG Yi-feng
%A CHENG Bing
%A <br>汤义峰
%A 程兵
%J 系统工程理论与实践
%D 2006
%I 
%X This article introduces a method of dynamic money management that maximize the most possible return in investment.In the Intertemporal model of single variable it can get a closed form solution and it introduces an approach to solute the model of multiple variables.so it can be applied in investment,especially in high-leveraged investment.
%K dynamic money management
%K Brownian motion
%K binary tree<br>动态资金管理
%K 布朗运动
%K 二叉树逼近
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=D08A479B51F12E3B&yid=37904DC365DD7266&vid=96C778EE049EE47D&iid=E158A972A605785F&sid=E514EE58E0E50ECF&eid=6AC2A205FBB0EF23&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=5