An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences
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Publication:2099874
DOI10.1007/s00500-020-05423-4zbMath1498.91394OpenAlexW3104658192MaRDI QIDQ2099874
Bo Li, Yufei Sun, Yadong Shu, Kok Lay Teo
Publication date: 21 November 2022
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-020-05423-4
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