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ArticlePortfolio selection based on fuzzy cross-entropy

Zhongfeng Qin2008

OA

Articlebronze2008

Portfolio selection based on fuzzy cross-entropy

Zhongfeng Qin · Xiang Li · Xiaoyu Ji

140 citations·0/0 files stored·Journal of Computational and Applied Mathematics

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Risk and Portfolio Optimization Optimization and Mathematical Programming Fuzzy Systems and Optimization

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References

1982Modern Portfolio Theory and Investment Analysis.1993Entropy optimization principles with applications 1984Large-Scale Portfolio Optimization 2003Simulated annealing for complex portfolio selection problems 1999Variance vs downside risk: Is there really that much difference?2007Mean-semivariance models for fuzzy portfolio selection 1999Portfolio selection based on upper and lower exponential possibility distributions 2007Genetic algorithms for portfolio selection problems with minimum transaction lots

Cited by

2015Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns 2010Mean-risk model for uncertain portfolio selection 2016Fuzzy multi-period portfolio selection with different investment horizons 2019Similarity measures of picture fuzzy sets based on entropy and their application in MCDM 2013A novel cross-entropy and entropy measures of IFSs and their applications

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Year2008

Typearticle

Published2008-09-17

VenueJournal of Computational and Applied Mathematics

ISSN-L0377-0427

Languageen

Citations140

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.cam.2008.09.010

openalex_workW2008369960

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2011

Mean–variance models for portfolio selection subject to experts’ estimations

2012A risk index model for portfolio selection with returns subject to experts’ estimations

2012A risk index model for multi-period uncertain portfolio selection