keyword Uncertain variables ‎/ (1 Article)

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Mean-AVaR-Entropy ‎o‎ptimization portfolio selection model in uncertain environments

Writer : Omidi، Farahnaz ؛ Nouri، Kazem ؛ Corresponding Author : Torkzadeh، Leila ؛

Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2024, Volume 4 - Number 1 (‎20 page(s) - From 127 to 146 )
Keywords:Portfolio Selection Uncertain variables Average Value-at-Risk mean-AVaR-entropy quadratic entropy

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