Portfolio optimization using elliptic entropy and semi-entropy of coherent fuzzy numbers-Reference-Cited by-同舟云学术

Portfolio optimization using elliptic entropy and semi-entropy of coherent fuzzy numbers

Published:2022-10 Issue: Volume:614 Page:240-262
ISSN:0020-0255
Container-title:Information Sciences
language:en
Short-container-title:Information Sciences

Author:

Gupta Pankaj

Publisher

Elsevier BV

Subject

Artificial Intelligence,Information Systems and Management,Computer Science Applications,Theoretical Computer Science,Control and Systems Engineering,Software

Reference50 articles.

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5. A general approach to smooth and convex portfolio optimization using lower partial moments;Yao;J. Bank. Financ.,2021

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