Mean-Variance-Skewness-Entropy Measures: A Multi-Objective Approach for Portfolio Selection

Author： Usta Ilhan   Kantar Yeliz Mert  

Publisher： MDPI

E-ISSN： 1099-4300|13|1|117-133

ISSN： 1099-4300

Source： Entropy, Vol.13, Iss.1, 2011-01, pp. : 117-133

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A Mean-Variance Hybrid-Entropy Model for Portfolio Selection with Fuzzy Returns

By Zhou Rongxi   Zhan Yu   Cai Ru   Tong Guanqun  

Entropy, Vol. 17, Iss. 5, 2015-05 ,pp. : 3319-3331

MDPI

Access to resources Recommend Favorite

Entropy Diversity in Multi-Objective Particle Swarm Optimization

By Pires Eduardo J. Solteiro   Machado José A. Tenreiro   de Moura Oliveira Paulo B.  

Entropy, Vol. 15, Iss. 12, 2013-12 ,pp. : 5475-5491

MDPI

Access to resources Recommend Favorite

Pareto Optimal Solutions for Network Defense Strategy Selection Simulator in Multi-Objective Reinforcement Learning

By Sun Yang   Li Yun   Xiong Wei   Yao Zhonghua   Moniz Krishna   Zahir Ahmed  

Applied Sciences, Vol. 8, Iss. 1, 2018-01 ,pp. : 136-136

MDPI

Access to resources Recommend Favorite

A Foundational Approach to Generalising the Maximum Entropy Inference Process to the Multi-Agent Context

By Wilmers George  

Entropy, Vol. 17, Iss. 2, 2015-02 ,pp. : 594-645

MDPI

Access to resources Recommend Favorite

On an Objective Basis for the Maximum Entropy Principle

By Miller David J.   Soleimani Hossein  

Entropy, Vol. 17, Iss. 1, 2015-01 ,pp. : 401-406

MDPI

Access to resources Recommend Favorite