A measure of risk and a decision-making model based on expected utility and entropy

Related Items

A Bayesian decision model based on expected utility and uncertainty risk, Applications of entropy in finance: a review, Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters, The normalized expected utility -- entropy and variance model for decisions under risk, Remarks on ``a measure of risk and a decision-making model based on expected utility and entropy by \textit{J. Yang} and \textit{W. Qiu} [Eur. J. Oper. Res. 164, No. 3, 792--799 (2005; Zbl 1057.91020)], A decision model based on expected utility, entropy and variance, Concealment measurement and flow distribution of military supply transportation: a double-entropy model, Portfolio selection using \(\lambda\) mean and hybrid entropy, Utility of gambling. I: Entropy modified linear weighted utility, Adaptive decision making via entropy minimization, Utility of gambling. II: Risk, paradoxes, and data, Risk attributes theory: Decision making under risk, Minimum Rényi entropy portfolios, Security portfolio management based on combined entropic risk measures, A grey relational projection method for multi-attribute decision making based on intuitionistic trapezoidal fuzzy number, A note on a minimax rule for portfolio selection and equilibrium price system, Decision method for the optimal number of logistics service providers with service quality guarantee and revenue fairness

Cites Work