Multivariate stochastic dominance with fixed dependence structure - CNRS - Centre national de la recherche scientifique
Article Dans Une Revue Operations Research Letters Année : 1988

Multivariate stochastic dominance with fixed dependence structure

Résumé

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.

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Dates et versions

hal-00542234 , version 1 (02-12-2010)

Identifiants

Citer

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

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