Skip to Main content Skip to Navigation
Journal articles

Multivariate stochastic dominance with fixed dependence structure

Abstract : Stochastic dominance conditions for multivariate prospects are provided under the assumption of equal dependence structure for the prospects. These conditions are easily testable since they involve only the marginal distribution functions.
Complete list of metadatas

https://hal-hec.archives-ouvertes.fr/hal-00542234
Contributor : Antoine Haldemann <>
Submitted on : Thursday, December 2, 2010 - 9:41:32 AM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

Links full text

Identifiers

Collections

Citation

Marco Scarsini. Multivariate stochastic dominance with fixed dependence structure. Operations Research Letters, Elsevier, 1988, Vol. 7, N°5, pp. 237-240. ⟨10.1016/0167-6377(88)90038-7⟩. ⟨hal-00542234⟩

Share

Metrics

Record views

267