Pages that link to "Item:Q2099874"

The following pages link to An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874):

Displaying 8 items.

• Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
• A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
• A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification (Q2137225) (← links)
• An analytic solution for multi-period uncertain portfolio selection problem (Q2141630) (← links)
• Portfolio optimization in real financial markets with both uncertainty and randomness (Q2240280) (← links)
• (Q3381572) (← links)
• Uncertain random mean–variance–skewness models for the portfolio optimization problem (Q5054739) (← links)
• Saddle-point solution to zero-sumgame for uncertain noncausal systems based on optimistic value (Q6189857) (← links)