Mean-variance-skewness-entropy measures: a multi-objective approach for portfolio selection
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Cites work
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Cited in
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- Applications of entropy in finance: a review
- On the diversity constraints for portfolio optimization
- A portfolio optimization model based on information entropy and fuzzy time series
- Enhanced index tracking model with entropy maximization
- An incremental-hybrid-Yager's entropy model for dynamic portfolio selection with fuzzy variable
- A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios
- Multi-objective mean-variance-skewness model for portfolio optimization
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- Analyzing the performance of a two-tail-measures-utility multi-objective portfolio optimization model
- Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
- A multi-period constrained multi-objective evolutionary algorithm with orthogonal learning for solving the complex carbon neutral stock portfolio optimization model
- Portfolio selection using \(\lambda\) mean and hybrid entropy
- scientific article; zbMATH DE number 7404259 (Why is no real title available?)
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