关于凸随机支配和多样化及其应用的说明

Pub Date : 2024-07-29 DOI:10.1080/03610926.2024.2371488
Martín Egozcue
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引用次数: 0

摘要

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...
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A note on convex stochastic dominance and diversification with applications
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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