中国科学院大学学报2024，Vol.41Issue(4)：433-441,9.DOI:10.7523/j.ucas.2022.086
基于利率贴现模型的随机占优比较
Stochastic dominance comparisons based on interest discount model
摘要
Abstract
The sufficient conditions for interest discount models increasing in the sense of the first-order stochastic dominance,the second-order stochastic dominance,and the risk-loving stochastic dominance were first given in this paper.We also obtained the sufficient conditions for weighted interest discount models increasing in the sense of the second-order stochastic dominance,and the risk-loving stochastic dominance when the weights decrease in the sense of the majorization order.关键词
随机占优/超优/利率贴现模型/投资组合Key words
stochastic dominance/majorization/interest discount model/portfolios分类
数理科学引用本文复制引用
庄玮玮,杜先杨,邱国新..基于利率贴现模型的随机占优比较[J].中国科学院大学学报,2024,41(4):433-441,9.基金项目
国家自然科学基金(71971204,71871208,11701518)和安徽省自然科学基金(1908085MG236,2208085J43)资助 （71971204,71871208,11701518）
