论与投资问题有关的随机变量之间的偏好关系

IF 0.6 3区数学 Q3 MATHEMATICS

Acta Mathematica Hungarica Pub Date : 2024-08-07 DOI:10.1007/s10474-024-01456-5

A.M. Răducan , R. Vernic, G. Zbăganu

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引用次数: 0

摘要

随机投资问题的目的是确定何时先投资较多的资金，然后再投资较少的资金，与此相关，本文引入了随机变量之间的一种新偏好关系。我们研究了这种新关系与一些著名的随机顺序关系之间的联系，并提出了一些用数字示例说明的特征特性。

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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On a preference relation between random variables related to an investment problem

Related to a stochastic investment problem which aims to deter-mine when is it better to first invest a larger amount of money and afterwards a smaller one, in this paper we introduce a new preference relation between random variables. We investigate the link between this new relation and some well-known stochastic order relations and present some characterization properties illustrated with numerical examples.

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来源期刊

Acta Mathematica Hungarica 数学-数学

CiteScore

1.50

自引率

11.10%

发文量

审稿时长

4-8 weeks

期刊介绍： Acta Mathematica Hungarica is devoted to publishing research articles of top quality in all areas of pure and applied mathematics as well as in theoretical computer science. The journal is published yearly in three volumes (two issues per volume, in total 6 issues) in both print and electronic formats. Acta Mathematica Hungarica (formerly Acta Mathematica Academiae Scientiarum Hungaricae) was founded in 1950 by the Hungarian Academy of Sciences.