Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory (Q2379322): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Daniel J. Berleant / rank | |||
| Property / author | |||
| Property / author: Laetitia Andrieu / rank | |||
Revision as of 23:24, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory |
scientific article |
Statements
Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory (English)
0 references
19 March 2010
0 references
epistemic uncertainty
0 references
finance
0 references
imprecise probabilities
0 references
info-gap
0 references
information-gap
0 references
portfolio
0 references
probability boxes
0 references
stochastic dominance
0 references
