In this paper, we are concerned with the optimization of a dynamic investment portfolio when the securities which follow a multivariate Merton model with dependent jumps are periodically invested and proceed by approximating the Condition-Value-at-Risk (CVaR) by comonotonic bounds and maximize the expected terminal wealth. Numerical studies as well as applications of our results to real datasets are also provided.

翻译：在本文中,我们关心的是,在采用多变量墨尔顿模式的证券进行定期投资时,如何优化动态投资组合,这种证券采用依赖性跳跃的多变量墨尔顿模式,通过共monotonic 界限来接近条件-价值-风险(CVaR)并尽量扩大预期的终极财富,同时提供数字研究以及将我们的结果应用于真实的数据集。