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The notion of sos-convexity has recently been proposed as a tractable sufficient condition for convexity of polynomials based on a sum of squares decomposition of the Hessian matrix. A multivariate polynomial p(x) = p(x1,...,xn)is said to be sos-convex if its Hessian H(x) can be factored as H(x) = MT(x)M(x) with a possibly nonsquare polynomial matrix M(x). The problem of deciding sos-convexity of a polynomial can be reduced to the feasibility of a semidefinite program, which can be checked efficiently. Motivated by this computational tractability, it has been speculated whether every convex polynomial must necessarily be sos-convex. In this paper, we answer this question in the negative by presenting an explicit example of a trivariate homogeneous polynomial of degree eight that is convex but not sos-convex.