Tsallis entropy of uncertain sets and its application to portfolio allocation (Q6574068)
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scientific article; zbMATH DE number 7882628
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tsallis entropy of uncertain sets and its application to portfolio allocation |
scientific article; zbMATH DE number 7882628 |
Statements
Tsallis entropy of uncertain sets and its application to portfolio allocation (English)
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18 July 2024
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uncertain set
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Tsallis entropy
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portfolio optimization
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Monte-Carlo approach
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mean-entropy model
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