Indeterminacy in portfolio selection
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Publication:704073
DOI10.1016/J.EJOR.2004.01.006zbMath1066.91051OpenAlexW1994036400MaRDI QIDQ704073
Publication date: 12 January 2005
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2004.01.006
Utility theoryUncertainty modellingMeasure theoryPortfolio selection functionalsShannon's entropy of information
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Diversified portfolios with different entropy measures ⋮ The normalized expected utility -- entropy and variance model for decisions under risk ⋮ A decision model based on expected utility, entropy and variance ⋮ Portfolio optimization based on generalized information theoretic measures ⋮ Portfolio optimization using elliptic entropy and semi-entropy of coherent fuzzy numbers ⋮ Portfolio selection using \(\lambda\) mean and hybrid entropy ⋮ Portfolio selection based on distance between fuzzy variables ⋮ A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns ⋮ Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint ⋮ Portfolio selection based on fuzzy cross-entropy ⋮ Entropy based robust portfolio ⋮ Portfolio selection models based on Cross-entropy of uncertain variables
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