Stochastic Comparison of Random Vectors with a Common Copula
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- Marco Scarsini & Alfred Muller, 2001. "Stochastic comparison of random vectors with a common copula," Post-Print hal-00540198, HAL.
References listed on IDEAS
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More about this item
KeywordsDirectionally convex order; local mean preserving spread; copula; conditionally increasing random vectors; convex ordering; portfolio optimization;
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