A Risk-Free Protection Index Model for Portfolio Selection with Entropy Constraint under an Uncertainty Framework
نویسندگان
چکیده
منابع مشابه
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 interest rate we define a risk-free protection index (RFPI), which can measure the protection degree whe...
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ژورنال
عنوان ژورنال: Entropy
سال: 2017
ISSN: 1099-4300
DOI: 10.3390/e19020080