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]

@article{BerleantAABCDST08,
  title = {Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory},
  author = {Daniel Berleant and L. Andrieu and Jean-Philippe Argaud and F. Barjon and Mei-Peng Cheong and Mathieu Dancre and Gerald B. Sheblé and C.-C. Teoh},
  year = {2008},
  doi = {10.1016/j.ijar.2007.07.011},
  url = {http://dx.doi.org/10.1016/j.ijar.2007.07.011},
  tags = {C++},
  researchr = {https://researchr.org/publication/BerleantAABCDST08},
  cites = {0},
  citedby = {0},
  journal = {Int. J. Approx. Reasoning},
  volume = {49},
  number = {1},
  pages = {101-116},
}