【摘要】：本文主要研究了幾類隨機序及其相關性質.隨機序是研究現(xiàn)代投資管理者和風險投資者選擇的重要工具.通過對隨機序的研究,可以幫助我們更好地了解投資人的選擇偏好,我們也可以通過對不同序關系的定義,盡可能地實現(xiàn)與決策者實際選擇相匹配的問題.因此,大量的學者對序關系作了深入的研究,也得到了許多經(jīng)典的結論.本文就是在已有結論的基礎上進一步討論幾類隨機序的性質.本文第一章介紹了隨機序的研究背景和現(xiàn)狀.第二章主要介紹了一些基本概念及定理.如風險度量、同單調與相互排斥、幾類隨機序的定義性質以及相互間的關系.一個好的隨機序應該可以反映出風險的大小,選擇的喜好.另外還應該有相對簡單的量化形式.第三章首先介紹了風險度量與隨機序的關系;其次,本文對相關序已有的定理進行改進,在原有定理的基礎上將條件簡化,并給出了另一種證明方法;最后,引入了一種新的隨機序,并得出了一些良好的性質結論,進一步討論了它與其它隨機序的關系,這也是本文的主要創(chuàng)新部分.
[Abstract]:In this paper, we mainly study some kinds of random orders and their related properties. Random order is an important tool to study the choice of modern investment managers and venture investors. Through the study of random order, we can help us better understand the choice preference of investors. We can also use the definition of different order relation to realize the problem of matching the decision maker's actual choice as far as possible. Therefore, a large number of scholars have made a deep study of the order relation, and got many classical conclusions. In this paper, we discuss the properties of some random orders on the basis of the existing conclusions. The first chapter introduces the research background and present situation of random ordering. The second chapter mainly introduces some basic concepts and theorems. For example, risk measurement, homotonicity and mutual exclusion, the definition properties of some random orders and the relations between them. A good random order should reflect the size of the risk and preferences for choice. There should also be a relatively simple quantitative form. The third chapter introduces the relationship between risk measurement and random order, secondly, this paper improves the existing theorems, simplifies the conditions on the basis of the original theorems, and gives another proof method. Finally, a new random order is introduced, and some good properties are obtained, and the relationship between it and other random orders is further discussed, which is also the main innovation part of this paper.
【學位授予單位】：曲阜師范大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F224

【參考文獻】

相關期刊論文 前1條

1 ;A FURTHER STUDY ON CORRELATION ORDER[J];Applied Mathematics:A Journal of Chinese Universities;2004年04期

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本文編號：2396914