Semi entropy of uncertain random variables and its application to portfolio selection (Q2093802)
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scientific article; zbMATH DE number 7608501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi entropy of uncertain random variables and its application to portfolio selection |
scientific article; zbMATH DE number 7608501 |
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Semi entropy of uncertain random variables and its application to portfolio selection (English)
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27 October 2022
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chance theory
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uncertain random variable
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semi entropy
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portfolio selection
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Monte-Carlo simulation
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