随机占优与期望效用:综述与分析

Stochastic Dominance and Expected Utility: Survey and Analysis

Management Science · 1992
被引 845 · 同刊同年前 1%
人大 A+FT50UTD24ABS 4*

中文导读

综述了随机占优理论的发展,重点讨论1980年代以来一阶、二阶和三阶随机占优规则在经济学、金融等领域的应用,帮助读者快速了解该领域进展。

Abstract

While Stochastic Dominance has been employed in various forms as early as 1932, it has only been since 1969–1970 that the notion has been developed and extensively employed in the area of economics, finance, agriculture, statistics, marketing and operations research. In this survey, the first-, second- and third-order stochastic dominance rules are discussed with an emphasis on the development in the area since the 1980s.

随机占优期望效用决策理论