Semi entropy of uncertain random variables and its application to portfolio selection
type: Item
instance of: scholarly article
title: Semi entropy of uncertain random variables and its application to portfolio selection
author: Jinwu Gao
author: Hamed Ahmadzade
author: Mehran Farahikia
published in: Applied Mathematics. Series B (English Edition)
publication date: 2022-10-27T00:00:00Z
Mathematics Subject Classification ID: 60A86
Mathematics Subject Classification ID: 62A86
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 7608501
zbMATH Keywords: chance theory
zbMATH Keywords: uncertain random variable
zbMATH Keywords: semi entropy
zbMATH Keywords: portfolio selection
zbMATH Keywords: Monte-Carlo simulation
MaRDI profile type: Publication
full work available at URL: s11766-022-4106-5
OpenAlex ID: W4296476221
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cites work: Possible generalization of Boltzmann-Gibbs statistics.
cites work: SINE ENTROPY FOR UNCERTAIN VARIABLES
DOI: 10.1007/S11766-022-4106-5
description: scientific article; zbMATH DE number 7608501