Multivariate Stochastic Dominance: A Parametric Approach
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- Kouaissah, Noureddine, 2021. "Using multivariate stochastic dominance to enhance portfolio selection and warn of financial crises," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 480-493.
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Keywords
stochastic dominance; investor preferences; elliptical distributions; financial benchmarks.;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
Statistics
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