Mean-entropy model of uncertain portfolio selection problem
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Cites work
- A fuzzy goal programming approach to portfolio selection
- A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
- A possibilistic approach to selecting portfolios with highest utility score
- A risk index model for portfolio selection with returns subject to experts' estimations
- Cross-entropy based multi-objective uncertain portfolio selection problem
- Diversified models for portfolio selection based on uncertain semivariance
- Fuzzy sets
- scientific article; zbMATH DE number 1293544 (Why is no real title available?)
- Mean-absolute deviation portfolio optimization model under transaction costs
- Mean-absolute deviation portfolio selection model with fuzzy returns
- Mean-risk model for uncertain portfolio selection
- Mean-semivariance models for fuzzy portfolio selection
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- Multi-objective optimization using evolutionary algorithms
- Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
- Nonlinear multiobjective optimization
- Normal-Boundary Intersection: A New Method for Generating the Pareto Surface in Nonlinear Multicriteria Optimization Problems
- Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
- On admissible efficient portfolio selection problem
- On possibilistic mean value and variance of fuzzy numbers
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- Portfolio selection based on fuzzy cross-entropy
- Portfolio selection based on upper and lower exponential possibility distributions
- Risk curve and fuzzy portfolio selection
- Rough sets
- The normalized normal constraint method for generating the Pareto frontier
- Theory and practice of uncertain programming
- Triangular entropy of uncertain variables with application to portfolio selection
- Uncertain multi-objective multi-item fixed charge solid transportation problem with budget constraint
- Uncertain portfolio adjusting model using semiabsolute deviation
- Uncertain portfolio selection with background risk
- Uncertain portfolio selection with background risk and liquidity constraint
- Uncertain programming models for portfolio selection with uncertain returns
- Uncertain term structure model of interest rate
- Uncertainty theory
- Viability of infeasible portfolio selection problems: A fuzzy approach
Cited in
(8)- On type-2 fuzzy weighted minimum spanning tree
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis
- Cross-entropy based multi-objective uncertain portfolio selection problem
- Triangular entropy of uncertain variables with application to portfolio selection
- Portfolio selection models based on Cross-entropy of uncertain variables
- Portfolio selection using \(\lambda\) mean and hybrid entropy
- Uncertain multi-objective Chinese postman problem
- Entropy model of the investment portfolio
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