Portfolio selection based on fuzzy cross-entropy

Journal of Computational and Applied Mathematics

Volumn 228, Issue 1, 2009, Pages 139-149

  Qin, Zhongfeng ^a   Li, Xiang ^a   Ji, Xiaoyu ^b  

^a TSINGHUA UNIVERSITY   (China)

^b Renmin Business School   (China)

Author keywords

Credibility measure; Fuzzy cross entropy; Genetic algorithm; Portfolio selection

Indexed keywords

GENETIC ALGORITHMS; INTEGRATION;

A-PRIORI; CREDIBILITY MEASURE; EXPECTED VALUES; FUZZY CROSS-ENTROPY; FUZZY ENVIRONMENTS; FUZZY SIMULATIONS; HYBRID INTELLIGENT ALGORITHMS; INVESTMENT RETURNS; NUMERICAL EXAMPLES; NUMERICAL INTEGRATIONS; PORTFOLIO SELECTION; PORTFOLIO SELECTION PROBLEMS; SEMIVARIANCE;

ENTROPY;

EID: 63349100446     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2008.09.010     Document Type: Article

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