| 查看: 299 | 回复: 2 | ||
[求助]
请大家帮忙查查论文是否被检索，非常感谢已有1人参与
|
|
Pessimistic Portfolio Choice with One Safe and One Risky Asset and Right Monotone Probability Difference Order，Mathematical Problem in Engineering. November 2013, Volume 2013, Article ID 784275. Jiangfeng Li, Qiong Wu, Zhiqiang Ye and Shunming Zhang |
回复此楼» 猜你喜欢
三甲基碘化亚砜的氧化反应
已经有4人回复
-
请问下大家为什么这个铃木偶联几乎不反应呢
已经有5人回复
-
请问有评职称，把科研教学业绩算分排序的高校吗
已经有5人回复
-
孩子确诊有中度注意力缺陷
已经有12人回复
-
2025冷门绝学什么时候出结果
已经有3人回复
-
天津工业大学郑柳春团队欢迎化学化工、高分子化学或有机合成方向的博士生和硕士生加入
已经有4人回复
-
康复大学泰山学者周祺惠团队招收博士研究生
已经有6人回复
-
AI论文写作工具：是科研加速器还是学术作弊器？
已经有3人回复
-
论文投稿，期刊推荐
已经有4人回复
-
硕士和导师闹得不愉快
已经有13人回复
» 本主题相关价值贴推荐，对您同样有帮助:
麻烦大家帮我查下这两篇论文的检索号，谢谢大家，今天交材料，急用！
已经有3人回复- 帮忙查一下这篇论文的检索情况
已经有3人回复
- 谁能帮查查TELKOMNIKA，ei现在已经检索第几期了？
已经有16人回复
- ISSN 1349-4198 方面的帮我查查 sci 检索第几期了
已经有7人回复
- 请帮忙查查SCI检索这一期了吗
已经有5人回复
- 帮我查查这篇被EI收录没 非常感谢
已经有12人回复
- 关于如何查询一个期刊是否被SCI或其他机构收录
已经有62人回复
- 哪位大侠帮忙查一下，这两篇文章，是否已经被SCI收录，评职称急用
已经有9人回复
- 急求两篇文章的检索号，，非常感谢
已经有8人回复
- 如何查论文是否被ISTP收录？
已经有5人回复
- 请哪位大侠帮忙查一篇文章是否被ISTP检索
已经有5人回复
andycoy
木虫 (著名写手)
- 应助: 69 (初中生)
- 金币: 3536.2
- 散金: 5029
- 红花: 21
- 帖子: 1871
- 在线: 961.9小时
- 虫号: 1321484
- 注册: 2011-06-12
- 性别: GG
- 专业: 统计学其他学科
【答案】应助回帖
★ ★ ★ ★ ★ ★ ★ ★ ★ ★
感谢参与，应助指数 +1
ljf2007: 金币+10, ★★★★★最佳答案 2014-03-04 23:09:18
感谢参与，应助指数 +1
ljf2007: 金币+10, ★★★★★最佳答案 2014-03-04 23:09:18
|
Pessimistic Portfolio Choice with One Safe and One Risky Asset and Right Monotone Probability Difference Order 作者:Li, JF (Li, Jiangfeng)[ 1 ] ; Wu, Q (Wu, Qiong)[ 2 ] ; Ye, ZQ (Ye, Zhiqiang)[ 3 ] ; Zhang, SM (Zhang, Shunming)[ 4 ] MATHEMATICAL PROBLEMS IN ENGINEERING 文献号: 784275 DOI: 10.1155/2013/784275 出版年: 2013 查看期刊信息 摘要 As is well known, a first-order dominant deterioration in risk does not necessarily cause a risk-averse investor to reduce his holdings of that deteriorated asset under the expected utility framework, even in the simplest portfolio setting with one safe asset and one risky asset. The purpose of this paper is to derive conditions on shifts in the distribution of the risky asset under which the counterintuitive conclusion above can be overthrown under the rank-dependent expected utility framework, a more general and prominent alternative of the expected utility. Two new criterions of changes in risk, named the monotone probability difference (MPD) and the rightmonotone probability difference (RMPD) order, are proposed, which is a particular case of the first stochastic dominance. The relationship among MPD, RMPD, and the other two important stochastic orders, monotone likelihood ratio (MLR) and monotone probability ratio (MPR), is examined. A desired comparative statics result is obtained when a shift in the distribution of the risky asset satisfies the RMPD criterion. 关键词 KeyWords Plus:EXPECTED UTILITY-THEORY; COMPARATIVE STATICS; ANTICIPATED UTILITY; DEMAND; RETURN; UNCERTAINTY; INCREASE; OPTIMISM; AVERSION; MODEL 作者信息 通讯作者地址: Li, JF (通讯作者) 显示增强组织信息的名称 Xiamen Univ, Sch Math Sci, Xiamen 361005, Fujian, Peoples R China. 地址: 显示增强组织信息的名称 [ 1 ] Xiamen Univ, Sch Math Sci, Xiamen 361005, Fujian, Peoples R China [ 2 ] Jiujiang Univ, Sch Sci, Jiujiang, Jiangxi, Peoples R China 显示增强组织信息的名称 [ 3 ] E China Univ Sci & Technol, Sch Business, Shanghai 200237, Peoples R China 显示增强组织信息的名称 [ 4 ] Renmin Univ China, Sch Finance, Beijing 100872, Peoples R China 电子邮件地址:jiangfengli2000@163.com; szhang@ruc.edu.cn 基金资助致谢 基金资助机构 授权号 China National Funds for Distinguished Young Scientists 70825003 National Natural Science Foundation of China 71261010 71273271 Postdoctoral Science Foundation of Shanghai 12R21412700 查看基金资助信息 出版商 HINDAWI PUBLISHING CORPORATION, 410 PARK AVENUE, 15TH FLOOR, #287 PMB, NEW YORK, NY 10022 USA 类别 / 分类 研究方向:Engineering; Mathematics Web of Science 类别:Engineering, Multidisciplinary; Mathematics, Interdisciplinary Applications 文献信息 文献类型:Article 语种:English 入藏号: WOS:000328044700001 ISSN: 1024-123X 电子 ISSN: 1563-5147 期刊信息 Impact Factor (影响因子): Journal Citation Reports® 其他信息 IDS 号: 266ST Web of Science 核心合集中的 "引用的参考文献": 27 Web of Science 核心合集中的 "被引频次": 0 |
2楼2014-03-04 23:07:36
3楼2014-03-04 23:10:01