Uncertain Entropy as a Risk Measure in Multi-Objective Portfolio Optimization

2025/08/22 by mahmoodvandgharahshiran, Mahsa, Yari, Gholamhossein, Behzadi, Mohammad Hassan
#Information Theory #Multi-Objective Optimization #Uncertain Entropy #Uncertain Mean-Entropy Portfolio Optimization (UMEPO) #Uncertainty theory

paper · doi:10.71716/amfa.2024.22101815

Abstract

Advances in Mathematical Finance and Applications, 9(1), 337

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