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Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory.

Daniel BerleantL. AndrieuJean-Philippe ArgaudF. BarjonMei-Peng CheongMathieu DancreGerald B. ShebléC.-C. Teoh
Published in: Int. J. Approx. Reason. (2008)
Keyphrases
  • stochastic dominance
  • portfolio management
  • theoretical framework