Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory : Imprecise probalities in finance and economics

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Bibliographic Details
Published in:International journal of approximate reasoning 2008, Vol.49 (1), p.101-116
Main Authors: BERLEANT, D, ANDRIEU, L, ARGAUD, J.-P, BARJON, F, CHEONG, M.-P, DANCRE, M, SHEBLE, G, TEOH, C.-C
Format: Article
Language:English
Subjects:
Applied sciences
Artificial intelligence
Computer science
control theory
systems
Decision theory. Utility theory
Exact sciences and technology
Learning and adaptive systems
Operational research and scientific management
Operational research. Management science
Portfolio theory
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ISSN:0888-613X
1873-4731