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Volumn 10, Issue 3, 2009, Pages 277-287

An info-gap approach to managing portfolios of assets with uncertain returns

Author keywords

Financial modelling; Information management; Portfolio investment; Uncertainty management

Indexed keywords


EID: 85015444919     PISSN: 15265943     EISSN: 09657967     Source Type: Journal    
DOI: 10.1108/15265940910959393     Document Type: Article
Times cited : (1)

References (13)
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  • 3
    • 85015608381 scopus 로고    scopus 로고
    • Managing credit risk with info-gap uncertainty
    • Beresford-Smith, B. and Thompson, C.J. (2007), “Managing credit risk with info-gap uncertainty”, Journal of Risk Finance, Vol. 8 No. 1, pp. 24-34.
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    • Beresford-Smith, B.1    Thompson, C.J.2
  • 6
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    • (re-issued by University of Chicago Press, Chicago IL, 1971).Houghton Mifflin, Chicago, IL
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    • (1921) Risk, Uncertainty and Profit
    • Knight, F.H.1
  • 7
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    • The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
    • Lintner, J. (1965), “The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets”, Reviews of Economic Statistics, Vol. 47, pp. 13-37.
    • (1965) Reviews of Economic Statistics , vol.47 , pp. 13-37
    • Lintner, J.1
  • 9
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    • Portfolio selection
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    • Markowitz, H.1
  • 11
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  • 13
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    • Wald's maximin model: a treasure in disguise!
    • Sniedovich, M. (2008), “Wald's maximin model: a treasure in disguise!”, Journal of Risk Finance, Vol. 9 No. 3, pp. 287-91.
    • (2008) Journal of Risk Finance , vol.9 , Issue.3 , pp. 287-291
    • Sniedovich, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.