A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification (Q2137225)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification |
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A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification (English)
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16 May 2022
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uncertain variable
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portfolio optimization
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return rate
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diversification
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liquidity
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