Let $S$ be a smooth closed connected embedded hypersurface in $\mathbb R^n$.
Is it true that $S$ is convex, i.e. is a boundary of a convex set, if and only if any section of $S$ by a hyperplane is connected?
If this is the case and is (surely) known I would appreciate the reference.
I have a sort of heuristic argument for $n=3$:
Suppose $p\in S$ is a point with strictly negative curvature, so the surface near $p$ qualitatively looks like athe graph of $X^2-Y^2$ around $0$ (up to the second order). Consider the tangent hyperplane $H_p$ at $p$. If necessary, perturb $p$ slightly to make sure that $H_p\setminus\{p\}$ intersects $S$ transversally (i.e. $H_p\cap S$ is singular only at $ p$). Now if we slightly parallel tranport $H_p$ up and down, the corresponding intersections $H^+_p\cap S$ and $H^-_p\cap S$ will look near $p$ like this:
with the rest of the picture being topologically unaltered. Case by case analysis suggests that $H^-_p\cap S$ and $H^+_p\cap S$ cannot both be conneted: indeed, the strings can be connected 1-4;2-3 or 1-2;4-3 (1-3;2-4 would cause intersections other than $p$).