Stochastic orders and their applications in financial optimization

Mathematical Methods of Operations Research

Volumn 50, Issue 2, 1999, Pages 351-372

  Kijima, Masaaki ^a   Ohnishi, Masamitsu ^b  

^a TOKYO METROPOLITAN UNIVERSITY   (Japan)

^b OSAKA UNIVERSITY   (Japan)

Author keywords

Bivariate characterization; Demand problem; Equilibrium price; Generalized harmonic mean; Markov chain; Portfolio selection; Risk aversion; Shift effect problem

Indexed keywords

EID: 0013496338     PISSN: 14322994     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001860050102     Document Type: Article

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