Dealing with uncertainty in efficient frontier construction by the use of interval arithmetic

Vereda, Luciano; Uesu, Dirce; Pesco, Sinésio; Lopes, Helio Côrtes Vieira

by Luciano Vereda, Dirce Uesu, Sinésio Pesco, Helio Côrtes Vieira Lopes

Reference:

Dealing with uncertainty in efficient frontier construction by the use of interval arithmetic (Luciano Vereda, Dirce Uesu, Sinésio Pesco, Helio Côrtes Vieira Lopes), In Proceedings of the Second Brazilian Conference on Statistical Modelling in Insurance and Finance, 2005.

Bibtex Entry:

@InProceedings{lopes_publication-162,
  author = 	{Vereda, Luciano
		and Uesu, Dirce
		and Pesco, Sin{\'e}sio
		and Lopes, Helio C{\^o}rtes Vieira},
  title = 	{Dealing with uncertainty in efficient frontier construction by the use of interval arithmetic},
  booktitle = 	{Proceedings of the Second Brazilian Conference on Statistical Modelling in Insurance and Finance},
  year = 	{2005}
}