Login / Signup

Properties of Risk Measures of Generalized Entropy in Portfolio Selection.

Rong-Xi ZhouXiao LiuMei YuKyle Huang
Published in: Entropy (2017)
Keyphrases
  • portfolio selection
  • risk measures
  • portfolio optimization
  • robust optimization
  • portfolio management
  • financial markets
  • multiple objectives
  • genetic algorithm
  • multi objective
  • decision support system
  • risk averse