Diversified portfolios with different entropy measures (Q279248): Difference between revisions

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+A model for portfolio selection with order of expected returns.
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+Estimation for Markowitz Efficient Portfolios
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+Optimal Portfolio Diversification Using the Maximum Entropy Principle
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+Entropy model of the investment portfolio
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+A dynamic programming approach to solve efficient frontier.
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+An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes
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+Asset allocation with distorted beliefs and transaction costs
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+Using genetic algorithm to solve a new multi-period stochastic optimization model
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+Information Theory and Statistical Mechanics
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+New measures of weighted fuzzy entropy and their applications for the study of maximum weighted fuzzy entropy principle
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+AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS
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+Measures of entropy and fuzziness related to aggregation operators
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+A minimax disparity approach for obtaining OWA operator weights
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+Robust Portfolio Optimisation with Multiple Experts*
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+Risk curve and fuzzy portfolio selection
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+Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions
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+Indeterminacy in portfolio selection
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+Portfolio rebalancing model using multiple criteria
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+Fuzzy multiple objective programming and compromise programming with Pareto optimum
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+Fuzzy programming and linear programming with several objective functions
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