keyword Uncertain Entropy ‎/ (1 Article)

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Uncertain Entropy as a Risk Measure in Multi-Objective Portfolio Optimization

Writer : Mahmoodvandgharahshiran، Mahsa ؛ Behzadi، Mohammad Hasan ؛ Corresponding Author : Yari، Gholam Hossein ؛

Journal:Advances in Mathematical Finance and Applications»Winter 2024, Volume 9 - Issue 1 Ranking الف (Ministry of Science/ISC (‎20 page(s) - From 337 to 356 )
Keywords:Information theory Multi-objective optimization Uncertainty theory Uncertain Entropy Uncertain Mean-Entropy Portfolio Optimization (UMEPO)

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الف ‎ (1 Article)