An entropy method for diversified fuzzy portfolio selection

International Journal of Fuzzy Systems

Volumn 14, Issue 1, 2012, Pages 160-165

  Huang, Xiaoxia ^a  

^a University of Science and Technology Beijing   (China)

Author keywords

Entropy; Fuzzy portfolio selection; Mean semivariance model; Meanvariance model

Indexed keywords

APPLICATION EXAMPLES; ENTROPY METHODS; FUZZY PORTFOLIO SELECTION; MEAN VARIANCE; MEAN VARIANCE MODEL; MEAN-SEMIVARIANCE MODELS; PORTFOLIO SELECTION; SEMI-VARIANCES; SHANGHAI STOCK EXCHANGES; TRIANGULAR FUZZY VARIABLES;

EID: 84860326777     PISSN: 15622479     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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