@article{scarsini:hal-00540198, TITLE = {{Stochastic comparison of random vectors with a common copula}}, AUTHOR = {Scarsini, Marco and Muller, Alfred}, URL = {https://hec.hal.science/hal-00540198}, JOURNAL = {{Mathematics of Operations Research}}, PUBLISHER = {{INFORMS}}, VOLUME = {Vol.26, N{\textdegree}4}, PAGES = {pp. 723-740}, YEAR = {2001}, DOI = {10.1287/moor.26.4.723.10006}, KEYWORDS = {Directionally convex order ; local mean preserving spread ; copula ; conditionally increasing random vectors ; convex ordering ; portfolio optimization}, HAL_ID = {hal-00540198}, HAL_VERSION = {v1}, }