EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Possibilistic entropy"
Narrow search

Narrow search

Year of publication
Subject
All
Finance 1 Hybrid intelligent algorithm 1 Multi-period portfolio selection 1 Possibilistic entropy 1 Possibilistic semivariance 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Liu, Yong-Jun 1 Xu, Wei-Jun 1 Zhang, Wei-Guo 1
Published in...
All
European Journal of Operational Research 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
Zhang, Wei-Guo; Liu, Yong-Jun; Xu, Wei-Jun - In: European Journal of Operational Research 222 (2012) 2, pp. 341-349
diversification degree of portfolio is measured by the originally presented possibilistic entropy. Furthermore, a hybrid intelligent … algorithm is designed to obtain the optimal portfolio strategy. Finally, the comparison analysis between the possibilistic … entropy model and the proportion entropy model is provided by two numerical examples to illustrate the efficiency of the …
Persistent link: https://www.econbiz.de/10010871109
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...