Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints
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Cites work
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Cited in
(13)- The mean-absolute deviation portfolio selection problem with interval-valued returns
- Mean–semivariance portfolio selection under probability distortion
- Portfolio selection using \(\lambda\) mean and hybrid entropy
- Elliptic entropy of uncertain random variables with application to portfolio selection
- Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection
- Semi-absolute deviation rule for mutual funds portfolio selection
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints
- Random credibilitic portfolio selection problem with different convex transaction costs
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis
- Multi-period cardinality constrained portfolio selection models with interval coefficients
- Multi-period mean absolute deviation uncertain portfolio decisions-making with limiting short-selling constraints
- Multi-period possibilistic mean-entropy portfolio selection
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