Semi entropy of uncertain random variables and its application to portfolio selection (Q2093802)

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scientific article; zbMATH DE number 7608501
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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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