Indeterminacy in portfolio selection
type: Item
instance of: scholarly article
title: Indeterminacy in portfolio selection
zbMATH Open document ID: 1066.91051
author: Maria Rosaria Simonelli
published in: European Journal of Operational Research
publication date: 2005-01-12T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 2127031
zbMATH Keywords: Uncertainty modelling
zbMATH Keywords: Utility theory
zbMATH Keywords: Measure theory
zbMATH Keywords: Shannon's entropy of information
zbMATH Keywords: Portfolio selection functionals
MaRDI profile type: Publication
full work available at URL: j.ejor.2004.01.006
OpenAlex ID: W1994036400
cites work: Q4158954
cites work: Q5801644
cites work: Soft computing in financial engineering
DOI: 10.1016/J.EJOR.2004.01.006
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description: scientific article; zbMATH DE number 2127031