Negative Moments, Risk Aversion, and Stochastic Dominance
证明了一个简单的矩排序条件是随机占优的必要条件，并给出了几何均值与调和均值推广的相关结果。矩生成函数的排序被证明是随机占优的充要条件，这些结果可用常相对和常绝对风险厌恶效用函数解释，为重要效用函数类上的分布最优性提供了充要条件。
A simple moment-ordering condition is shown to be necessary for stochastic dominance. Closely related results on generalizations of the geometric and harmonic means are also provided. An ordering of the moment-generating functions is shown to be necessary and sufficient for stochastic dominance. The results have a straightforward and useful interpretation in terms of constant relative and absolute risk aversion utility functions. These results are used to provide necessary and sufficient conditions for optimality of distributions on an important class of utility functions.