Pages that link to "Item:Q521694"
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The following pages link to Triangular entropy of uncertain variables with application to portfolio selection (Q521694):
Displayed 12 items.
- Partial divergence measure of uncertain random variables and its application (Q780262) (← links)
- A new definition of cross-entropy for uncertain variables (Q1800323) (← links)
- Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
- A remark on the maximum entropy principle in uncertainty theory (Q2100463) (← links)
- Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity (Q2103729) (← links)
- An interest-rate model with jumps for uncertain financial markets (Q2161801) (← links)
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory (Q2175840) (← links)
- Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230) (← links)
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
- Mean-Entropy Model of Uncertain Portfolio Selection Problem (Q3122284) (← links)
- Parametric optimal control of uncertain systems under an optimistic value criterion (Q5058697) (← links)