Bo Li 0050, Yadong Shu, Yufei Sun, Kok Lay Teo. An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences. Soft Comput., 25(5):3993-4001, 2021. [doi]
@article{LiSST21,
title = {An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences},
author = {Bo Li 0050 and Yadong Shu and Yufei Sun and Kok Lay Teo},
year = {2021},
doi = {10.1007/s00500-020-05423-4},
url = {https://doi.org/10.1007/s00500-020-05423-4},
researchr = {https://researchr.org/publication/LiSST21},
cites = {0},
citedby = {0},
journal = {Soft Comput.},
volume = {25},
number = {5},
pages = {3993-4001},
}