Stock Selection for Portfolios Using Expected Utility-Entropy Decision Model.
Jiping YangYijun FengWanhua QiuPublished in: Entropy (2017)
Keyphrases
- decision model
- expected utility
- decision theory
- decision models
- decision makers
- decision problems
- utility function
- utility theory
- influence diagrams
- decision theoretic
- von neumann
- decision making
- optimal portfolio
- optimal strategy
- risk aversion
- conditional plans
- transaction costs
- artificial intelligence
- pareto optimal
- stock price
- portfolio selection
- multi attribute
- game theory
- subjective probabilities
- cooperative
- learning algorithm
- prospect theory