Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory (Q2379322)
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scientific article; zbMATH DE number 5684943
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| English | Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory |
scientific article; zbMATH DE number 5684943 |
Statements
Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory (English)
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19 March 2010
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epistemic uncertainty
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finance
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imprecise probabilities
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info-gap
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information-gap
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portfolio
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probability boxes
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stochastic dominance
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0.7506200671195984
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0.7048707008361816
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0.7022423148155212
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0.6976611614227295
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