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中文摘要：
在资产价格跳扩散环境下，研究通胀因素和跳对投资者资产配置的影响．投资者在风险资产和无风险资产中进行投资．首先利用Ito公式推导考虑通胀的消费篮子价格动力学方程，然后在由通胀折现的终端财富预期效用最大化标准下，利用HJB方程推导最优投资策略，得出最优动态资产配置策略的近似解，并分析了通胀对冲需求和跳对短视需求的影响．最后对结果进行数值分析，定量分析了跳和通胀因素对投资者最优资产配置策略的影响．
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