Portfolio selection models based on Cross-entropy of uncertain variables
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Publication:5275265
DOI10.3233/JIFS-169006zbMath1366.91149MaRDI QIDQ5275265
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Publication date: 11 July 2017
Published in: Journal of Intelligent & Fuzzy Systems (Search for Journal in Brave)
Uses Software
Cites Work
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- Fuzzy compromise programming for portfolio selection
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- Large-Scale Portfolio Optimization
- On Minimization and Maximization of Entropy in Various Disciplines
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