Portfolio Rules for Conditional Stochastic Dominance: Applications to the Elliptical Distributions

2004 ◽  
Author(s):  
Ephraim Clark ◽  
Octave Jokung
Keyword(s):  
Stochastic Dominance ◽  
Elliptical Distributions

A note on the generalization of bivariate normal quadrant probabilities to bivariate elliptical distributions

2018 ◽  
Author(s):  
Oscar Lorenzo Olvera Astivia
Keyword(s):  
Normal Distribution ◽  
Bivariate Normal Distribution ◽  
Elliptical Distributions ◽  
Bivariate Normal ◽  
Geometric Argument

I present a geometric argument to show that the quadrant probability for the bivariate normal distribution can be generalized to the case of all elliptical distributions.

Inference for Vast Dimensional Elliptical Distributions

2012 ◽  
Author(s):  
Yves Dominicy ◽  
Hiroaki Ogata ◽  
David Veredas
Keyword(s):  
Elliptical Distributions
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