Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints
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Publication:2397564
DOI10.3934/JIMO.2016067zbMATH Open1364.91147OpenAlexW2531820688MaRDI QIDQ2397564FDOQ2397564
Publication date: 22 May 2017
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2016067
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discrete approximate iteration methodinterval numbersentropy constraintsmean semi-absolute deviationmultiperiod portfolio selection
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Cited In (7)
- 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
- Semi-absolute deviation rule for mutual funds portfolio selection
- 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
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