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]

Authors

Daniel Berleant

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L. Andrieu

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Jean-Philippe Argaud

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F. Barjon

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Mei-Peng Cheong

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Mathieu Dancre

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Gerald B. Sheblé

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C.-C. Teoh

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