A Risk-Free Protection Index Model for Portfolio Selection with Entropy Constraint under an Uncertainty Framework
This paper aims to develop a risk-free protection index model for portfolio selection based on the uncertain theory. First, the returns of risk assets are assumed as uncertain variables and subject to reputable experts’ evaluations. Second, under this assumption, combining with the risk-free interes...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2017-02-01
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Series: | Entropy |
Subjects: | |
Online Access: | http://www.mdpi.com/1099-4300/19/2/80 |