Mean-Entropy Model of Uncertain Portfolio Selection Problem
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Publication:3122284
DOI10.1007/978-981-13-1471-1_2zbMath1409.91216OpenAlexW2885792337MaRDI QIDQ3122284
Saibal Majumder, Tandra Pal, Samarjit Kar
Publication date: 20 March 2019
Published in: Multi-Objective Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-981-13-1471-1_2
expected valueportfolio selectionuncertainty theorymulti-objective genetic algorithmtriangular entropy
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