Login / Signup
Portfolio diversification based on stochastic dominance under incomplete probability information.
Juuso Liesiö
Peng Xu
Timo Kuosmanen
Published in:
Eur. J. Oper. Res. (2020)
Keyphrases
</>
stochastic dominance
end users
information sources
information processing
data sets
prior knowledge
domain knowledge
dynamic programming
random variables
probabilistic model
probability distribution
information sharing
structural information
highest probability