英文文献：Necessary Conditions For Dsd Efficiency Of Mixtures Of Risky Alternatives
英文文献作者：McCamley, Francis,Kliebenstein, James B.
英文文献摘要：
Necessary conditions for DSD (decreasing absolute risk aversion stochastic dominance) efficiency of ? mixtures of risky alternatives are presented. A concave programming problem which is equivalent to these conditions is stated. A simple example is used to illustrate these ideas. An ex post analysis provides additional insight.