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### 基于确定性等价进行等权重调整的组合投资策略研究

1. 中南大学商学院, 长沙 410083
• 收稿日期:2021-04-26 修回日期:2021-09-03 出版日期:2022-02-25 发布日期:2022-03-21
• 基金资助:
国家自然科学基金重点项目（71631008）资助课题.

WANG Zongrun, TAN Guoxi. Research on Combination Portfolio Strategy with Equal Weight Adjustment Based on Certainty Equivalence[J]. Journal of Systems Science and Mathematical Sciences, 2022, 42(2): 287-303.

### Research on Combination Portfolio Strategy with Equal Weight Adjustment Based on Certainty Equivalence

WANG Zongrun, TAN Guoxi

1. School of Business, Central South University, Changsha 410083
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