Portfolio optimization using elliptic entropy and semi-entropy of coherent fuzzy numbers
From MaRDI portal
Publication:6125263
DOI10.1016/j.ins.2022.09.032OpenAlexW4296334382MaRDI QIDQ6125263
Publication date: 11 April 2024
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2022.09.032
multi-objective programminggenetic algorithmcredibility theoryfuzzy portfolio optimizationelliptic entropycoherent fuzzy numberselliptic semi-entropy
Financial applications of other theories (91G80) Measures of information, entropy (94A17) Portfolio theory (91G10) Mathematical economics and fuzziness (91B86)
Cites Work
- Unnamed Item
- Credibilistic programming. An introduction to models and applications
- Indeterminacy in portfolio selection
- Tackling real-coded genetic algorithms: operators and tools for behavioural analysis
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
- Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification
- A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification
- Elliptic entropy of uncertain random variables with application to portfolio selection
- Portfolio optimization with behavioural preferences and investor memory
- Reconciling mean-variance portfolio theory with non-Gaussian returns
- A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost
- Modeling fat tails in stock returns: a multivariate stable-GARCH approach
- Mapping properties of basic hypergeometric functions
- A SUFFICIENT AND NECESSARY CONDITION FOR CREDIBILITY MEASURES
- Cross-entropy based multi-objective uncertain portfolio selection problem
- Fuzzy sets
- Portfolio optimization using higher moments in an uncertain random environment
This page was built for publication: Portfolio optimization using elliptic entropy and semi-entropy of coherent fuzzy numbers
