Portfolio Optimization of Uncertain Random Returns based on Partial Exponential Entropy

Jin Liu, Hamed Ahmadzade, Hassan Zarei. Portfolio Optimization of Uncertain Random Returns based on Partial Exponential Entropy. J. Uncertain Syst., 15(1), 2022. [doi]

Authors

Jin Liu

This author has not been identified. Look up 'Jin Liu' in Google

Hamed Ahmadzade

This author has not been identified. Look up 'Hamed Ahmadzade' in Google

Hassan Zarei

This author has not been identified. Look up 'Hassan Zarei' in Google