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

Daniel Berleant, L. Andrieu, Jean-Philippe Argaud, F. Barjon, Mei-Peng Cheong, Mathieu Dancre, Gerald B. Sheblé, C.-C. Teoh. Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory. Int. J. Approx. Reasoning, 49(1):101-116, 2008. [doi]

Abstract

Abstract is missing.