Using mean-Gini and stochastic dominance to choose project portfolios with parameter uncertainty
| Year of publication: |
January-March 2017
|
|---|---|
| Authors: | Marcondes, Guilherme Augusto Barucke ; Leme, Rafael Coradi ; Leme, Marcela da Silveira ; Silva, Carlos Eduardo Sanches da |
| Published in: |
The engineering economist : a journal devoted to the problems of capital investment ; a joint publication of the Engineering Economy Division of the American Society for Engineering Education and American Institute of Industrial Engineers. - Hoboken, NJ : [Verlag nicht ermittelbar], ISSN 0013-791X, ZDB-ID 240476-X. - Vol. 62.2017, 1, p. 33-53
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty |
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