随机序在转换影响问题中的应用

Application of stochastic orders in the shift effect problem

给出了随机序和效用函数等问题的相关定义和性质,主要分析研究了随机序在投资组合选择中的转换影响问题方面的应用,对其相关定理和推论进行了证明.这个问题用来说明随机序本身的二元性和随机序在金融领域应用的广泛性.

This paper gives the definition and character of the problems pertinent to stochastic orders and the utility functions. The application of the shift effect problem of stochastic orders in the portfolio selection problem is researched,and some relevant theorems and corollary are proved. This problem demonstrates the bivariate character of stochastic orders and thc wide spectrum of application areas of stochastic orders in finance.