An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874)

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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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