Portfolio selection using \(\lambda\) mean and hybrid entropy

DOI10.1007/s10479-009-0550-3zbMath1219.91133OpenAlexW2000873366MaRDI QIDQ635977

Desheng Dash Wu, Xiaoyang Zhou, Jiu-Ping Xu

Publication date: 25 August 2011

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-009-0550-3

zbMATH Keywords

optimizationfuzzy setprogrammingportfolio selectionfuzzy random variabletriangular fuzzy number\(\lambda\) meanhybrid entropy

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (4)

Applications of entropy in finance: a review ⋮ Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters ⋮ An incremental-hybrid-Yager's entropy model for dynamic portfolio selection with fuzzy variable ⋮ A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk

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