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Markov chain 2 Portfolio selection 2 bivariate characterization 2 demand problem 2 equilibrium price 2 generalized harmonic mean 2 risk aversion 2 shift effect problem 2
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Undetermined 2
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Article 2
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Undetermined 2
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Kijima, Masaaki 2 Ohnishi, Masamitsu 2
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Computational Statistics 1 Mathematical Methods of Operations Research 1
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RePEc 2
Showing 1 - 2 of 2
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Stochastic orders and their applications in financial optimization
Kijima, Masaaki; Ohnishi, Masamitsu - In: Computational Statistics 50 (1999) 2, pp. 351-372
Stochastic orders and inequalities are very useful tools in various areas of economics and finance. The purpose of this paper is to describe main results obtained so far by using the idea of stochastic orders in financial optimization. Especially, the emphasis is placed on the demand and shift...
Persistent link: https://www.econbiz.de/10010847755
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Cover Image
Stochastic orders and their applications in financial optimization
Kijima, Masaaki; Ohnishi, Masamitsu - In: Mathematical Methods of Operations Research 50 (1999) 2, pp. 351-372
Stochastic orders and inequalities are very useful tools in various areas of economics and finance. The purpose of this paper is to describe main results obtained so far by using the idea of stochastic orders in financial optimization. Especially, the emphasis is placed on the demand and shift...
Persistent link: https://www.econbiz.de/10010950169
Saved in:
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