Cross-entropy based multi-objective uncertain portfolio selection problem

DOI10.3233/JIFS-169212zbMath1376.91150OpenAlexW2617506350MaRDI QIDQ4598487

Saibal Majumder, Mohuya B. Kar, Tandra Pal, Samarjit Kar

Publication date: 21 December 2017

Published in: Journal of Intelligent & Fuzzy Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/jifs-169212

zbMATH Keywords

portfolio selectionmulti-objective genetic algorithmuncertain variablesuncertain multi-objective programming

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

Related Items (7)

Uncertain programming models for multi-objective shortest path problem with uncertain parameters ⋮ Elliptic entropy of uncertain random variables with application to portfolio selection ⋮ Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory ⋮ Portfolio optimization using elliptic entropy and semi-entropy of coherent fuzzy numbers ⋮ Uncertain multi-objective Chinese postman problem ⋮ Mean-Entropy Model of Uncertain Portfolio Selection Problem ⋮ Uncertain portfolio selection with mental accounts

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