Pages that link to "Item:Q2379322"
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The following pages link to Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory (Q2379322):
Displaying 4 items.
- Optimization with multivariate stochastic dominance constraints (Q959965) (← links)
- Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
- Welfare effects of information and rationality in portfolio decisions under parameter uncertainty (Q4619541) (← links)