调和均值与随机占优的其他必要条件

The Harmonic Mean and Other Necessary Conditions for Stochastic Dominance

Journal of Finance · 1984
被引 28
人大 A+FT50UTD24ABS 4*

中文导读

系统推导了随机占优各阶的必要条件,明确了已有条件的适用阶数,并新增了调和均值排序和前三个矩的代数组合排序两个必要条件。

Abstract

ABSTRACT In this paper a systematic procedure is developed to determine necessary conditions for all degrees of stochastic dominance. The previously known necessary conditions are specified as to which degrees of dominance they belong, and two new necessary conditions, a ranking of harmonic means and a ranking of algebraic combinations of the first three moments, are derived.

随机占优调和均值矩条件必要统计量