"An optimistic value-variance-entropy model of uncertain portfolio ..."

Bo Li et al. (2021)

> Home

Details and statistics

DOI: 10.1007/S00500-020-05423-4

access: closed

type: Journal Article

metadata version: 2021-03-23

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/soco/LiSST21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/soco/LiSST21
Bo Li, 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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.