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Sensitivity Analysis of the Fuzzy Mean-Entropy Portfolio Model with Transaction Costs Based on Credibility Theory.

Xue DengJunfeng ZhaoZhongfei Li
Published in: Int. J. Fuzzy Syst. (2018)
Keyphrases
  • sensitivity analysis
  • theoretical framework
  • influence diagrams
  • transaction costs
  • information theory
  • portfolio management
  • managerial insights