Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels
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Publication:1671765
DOI10.1016/j.ins.2016.01.042zbMath1396.91697OpenAlexW2266148845MaRDI QIDQ1671765
Publication date: 7 September 2018
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2016.01.042
credibility theoryfuzzy mathematical programmingfuzzy entropymulti-choice goal programmingfuzzy multi-period portfolio selection
Multi-objective and goal programming (90C29) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)
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