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《Rorecasting》 1999-06
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Necessary and Sufficient Conditions for Two Types of Invest Strategies in the Multiple Risky Assets Market

WANG Yi ming (School of Economics, Beijing Vniversity, Beijing 100871, China)  
This paper discusses how an investor win his/her invest strategy as his/her wealth increasing in the multiple risky assets market. We mainly propose necessay and sufficient conditions for two special types of invest strategies in this economy, and prove that constant absolute(relative) risk aversion is also necessary to its corresponding strategy in Arrow Pratt(1970).
【Fund】: 国家自然科学基金!资助项目(79790130)
【CateGory Index】: F830.59
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