构造了一个带外生负债的连续时间均值-方差最优投资组合选择模型.假定风险资产价格的演变服从几何布朗运动,累积负债服从带漂移的布朗运动,并且市场系数恒为常数,借助随机LQ控制方法得到相应的均值-方差优化问题的最优策略和有效边界. We construct a continuous time-variance-optimal portfolio selection model with exogenous liabilities. Assuming that the evolution of the risky asset price follows the geometric Brownian motion, the cumulative liability obeys the Brownian motion with drift, and the market constant is constant, The control method obtains the corresponding optimal strategy and effective boundary of the mean-variance optimization problem.