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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.
https://hal-hec.archives-ouvertes.fr/hal-00542234
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Thursday, December 2, 2010 - 9:41:32 AM
Last modification on : Friday, March 4, 2022 - 3:02:07 PM
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Thursday, December 2, 2010 - 9:41:32 AM
Last modification on : Friday, March 4, 2022 - 3:02:07 PM
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