Articles

Multivariate stochastic dominance with fixed dependence structure

M. SCARSINI

Operations Research Letters

1988, vol. 7, n°5, pp.237-240

Départements : Economie et Sciences de la décision


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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