{"title":"论与投资问题有关的随机变量之间的偏好关系","authors":"A.M. Răducan , R. Vernic, G. Zbăganu","doi":"10.1007/s10474-024-01456-5","DOIUrl":null,"url":null,"abstract":"<p>Related to a stochastic investment problem which aims to deter-mine when is it better to first invest a larger amount of money and afterwards a\nsmaller one, in this paper we introduce a new preference relation between random\nvariables. We investigate the link between this new relation and some well-known\nstochastic order relations and present some characterization properties illustrated\nwith numerical examples.</p>","PeriodicalId":50894,"journal":{"name":"Acta Mathematica Hungarica","volume":null,"pages":null},"PeriodicalIF":0.6000,"publicationDate":"2024-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On a preference relation between random variables related to an investment problem\",\"authors\":\"A.M. Răducan , R. Vernic, G. Zbăganu\",\"doi\":\"10.1007/s10474-024-01456-5\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>Related to a stochastic investment problem which aims to deter-mine when is it better to first invest a larger amount of money and afterwards a\\nsmaller one, in this paper we introduce a new preference relation between random\\nvariables. We investigate the link between this new relation and some well-known\\nstochastic order relations and present some characterization properties illustrated\\nwith numerical examples.</p>\",\"PeriodicalId\":50894,\"journal\":{\"name\":\"Acta Mathematica Hungarica\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2024-08-07\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Acta Mathematica Hungarica\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s10474-024-01456-5\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Acta Mathematica Hungarica","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s10474-024-01456-5","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS","Score":null,"Total":0}
On a preference relation between random variables related to an investment problem
Related to a stochastic investment problem which aims to deter-mine when is it better to first invest a larger amount of money and afterwards a
smaller one, in this paper we introduce a new preference relation between random
variables. We investigate the link between this new relation and some well-known
stochastic order relations and present some characterization properties illustrated
with numerical examples.
期刊介绍：
Acta Mathematica Hungarica is devoted to publishing research articles of top quality in all areas of pure and applied mathematics as well as in theoretical computer science. The journal is published yearly in three volumes (two issues per volume, in total 6 issues) in both print and electronic formats. Acta Mathematica Hungarica (formerly Acta Mathematica Academiae Scientiarum Hungaricae) was founded in 1950 by the Hungarian Academy of Sciences.
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