A note on convex stochastic dominance and diversification with applications

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Communications in Statistics - Theory and Methods Pub Date : 2024-07-29 DOI:10.1080/03610926.2024.2371488

Martín Egozcue

引用次数: 0

Abstract

In this note, we present an overlooked result derived from Fishburn’s Convex Stochastic Dominance (CSD) (Fishburn (1974a; 1974b). We demonstrate that CSD is a sufficient condition for establishing ...

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关于凸随机支配和多样化及其应用的说明

在这篇论文中，我们提出了从 Fishburn 的凸随机优势（CSD）（Fishburn (1974a; 1974b)）中得出的一个被忽视的结果。我们证明，CSD 是建立...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Communications in Statistics - Theory and Methods 数学-统计学与概率论

CiteScore

2.00

自引率

12.50%

发文量

320

审稿时长

7.5 months

期刊介绍： The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.