Portfolio selection using mean and hybrid entropy
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Publication:635977
DOI10.1007/S10479-009-0550-3zbMATH Open1219.91133OpenAlexW2000873366MaRDI QIDQ635977FDOQ635977
Authors: Xiaoyang Zhou, Desheng Dash Wu, Jiuping Xu 
Publication date: 25 August 2011
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-009-0550-3
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optimizationfuzzy setportfolio selectionfuzzy random variabletriangular fuzzy numberprogramming\(\lambda\) meanhybrid entropy
Cites Work
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- A subjective approach for ranking fuzzy numbers
- The \(\lambda\)-average value and the fuzzy expectation of a fuzzy random variable
- A comparison of stochastic dominance and stochastic DEA for vendor evaluation
- Fuzzy stock selection using a new fuzzy ranking and weighting algorithm
- Comments on hybrid entropies
- Fuzzy portfolio model for decision making in investment
Cited In (5)
- An incremental-hybrid-Yager's entropy model for dynamic portfolio selection with fuzzy variable
- A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk
- Applications of entropy in finance: a review
- On cumulative residual extropy of coherent and mixed systems
- Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters
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