Jin Liu, Hamed Ahmadzade, Hassan Zarei. Portfolio Optimization of Uncertain Random Returns based on Partial Exponential Entropy. J. Uncertain Syst., 15(1), 2022. [doi]
@article{LiuAZ22-0,
title = {Portfolio Optimization of Uncertain Random Returns based on Partial Exponential Entropy},
author = {Jin Liu and Hamed Ahmadzade and Hassan Zarei},
year = {2022},
doi = {10.1142/S1752890922500040},
url = {https://doi.org/10.1142/S1752890922500040},
researchr = {https://researchr.org/publication/LiuAZ22-0},
cites = {0},
citedby = {0},
journal = {J. Uncertain Syst.},
volume = {15},
number = {1},
}