极大极小模型下开放式基金的最优投资组合

摘要

基于开放式基金的特征,运用极大极小模型分析了在不存在无风险资产情况下的开放式基金的最优投资组合,得出了最优解的解析解.%Following the charactenstic of the open fund.we use minimax method to analyze the optimum investment combination of the open found the under the assumption that the riskless assets are inexistent and we get the optimum investment combinzdon of the open found.