dynamic portfolio optimization

基本解释

Customer Value Management is the ongoing dynamic optimization of the value of a portfolio of customers throughout their lifetime with your company.
顾客价值管理是指对客户群对于公司终生的价值不断的动态优化。
China's securities funds have special operation environment. In this paper a dynamic portfolio optimization model of fund is set up according to this situation.
根据中国证券基金业面临的特殊经营环境，建立基金的变动投资组合选择模型。
In addition, an explicit solution to portfolio optimization is given under a specific utility function, which justifies the dynamic threshold asset allocation strategy.
作为扩展，从效用理论的角度，我们给出最优资产配置方案的解析形式，进一步证明了动态阈值资产配置的合理性。