Triangular entropy of uncertain variables with application to portfolio selection

DOI10.1007/s00500-014-1402-xzbMath1411.91523OpenAlexW2018879631MaRDI QIDQ521694

Hua Ke, Zongfei Fu, Yufu Ning

Publication date: 11 April 2017

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-014-1402-x

zbMATH Keywords

entropyportfolio selectionuncertainty theoryuncertain variable

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Measures of information, entropy (94A17) Portfolio theory (91G10)

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