QR code

Credibilistic Multi-Period Mean-Entropy Rolling Portfolio Optimization Problem Based on Multi-Stage Scenario Tree

This study considers a time-consistent multi-period rolling portfolio optimization issue in the context of a fuzzy situation. Rolling optimization with a risk aversion component attempts to separate the time periods and psychological effects of one’s investment in a mathematical model. Furthermore,...

Volledige beschrijving

Bewaard in:
Hoofdauteurs: Pejman Peykani, Mojtaba Nouri, Mir Saman Pishvaee, Camelia Oprean-Stan, Emran Mohammadi
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: MDPI AG 2023-09-01
Reeks:Mathematics
Onderwerpen:
portfolio optimization
fuzzy entropy
rolling optimization
credibility theory
scenario tree
multi-period portfolio model
Online toegang:https://www.mdpi.com/2227-7390/11/18/3889
Tags: Voeg label toe
Geen labels, Wees de eerste die dit record labelt!

Gelijkaardige items