Stochastic Comparison of Random Vectors with a Common Copula (Q5704052): Difference between revisions
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| Property / DOI: 10.1287/moor.26.4.723.10006 / rank | |||
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Latest revision as of 17:22, 30 December 2024
scientific article; zbMATH DE number 2228221
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Comparison of Random Vectors with a Common Copula |
scientific article; zbMATH DE number 2228221 |
Statements
Stochastic Comparison of Random Vectors with a Common Copula (English)
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11 November 2005
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Directionally convex order
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local mean preserving spread
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conditionally increasing random vectors
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convex ordering
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portfolio optimization
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