Cross-entropy based multi-objective uncertain portfolio selection problem
DOI10.3233/JIFS-169212zbMATH Open1376.91150OpenAlexW2617506350MaRDI QIDQ4598487FDOQ4598487
Authors: Mohuya B. Kar, Saibal Majumder, 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
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portfolio selectionmulti-objective genetic algorithmuncertain variablesuncertain multi-objective programming
Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)
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