Marc will give a talk at the Kyoto Symposium in 京都市 on November 29th, on “Multivariate comonotonicity and multivariate dispersion orderings” based on some joint work with also Alfred (the paper can be found online on http://papers.ssrn.com/).
OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (November 25, 2011). Multivariate comonotonicity and multivariate dispersion orderings. Freakonometrics. Retrieved September 11, 2024 from https://doi.org/10.58079/ouj6