Multivariate stochastic dominance with fixed dependence structure

Marco Scarsini

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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.

Keywords: probability (distribution comparison); utility/preference (theory) (search for similar items in EconPapers)
Date: 1988
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Citations: View citations in EconPapers (9)

Published in Operations Research Letters, 1988, Vol. 7, N°5, pp. 237-240. ⟨10.1016/0167-6377(88)90038-7⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00542234

DOI: 10.1016/0167-6377(88)90038-7

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