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- W2890432372 abstract "In this paper, we propose a multivariate stochastic dominance comparison among different sectors from the point of view of non-satiable risk-averse investors. In particular, we consider different distributional hypotheses for the multivariate distribution of financial sectors and we examine if there exist some dominance among them. In this framework we also discuss the asymptotic dominance between financial sectors. Finally, we empirically examine the choices of some non-satiable investors taking into account the proposed studies." @default.
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- W2890432372 date "2017-01-01" @default.
- W2890432372 modified "2023-09-26" @default.
- W2890432372 title "Multivariate Dominance among financial sectors" @default.
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