An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874): Difference between revisions
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scientific article
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English | An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences |
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An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (English)
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21 November 2022
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uncertain portfolio optimization
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optimistic value
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return rate
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diversification
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