Portfolio Optimization of Uncertain Random Returns based on Partial Exponential Entropy.

Jin Liu Hamed Ahmadzade Hassan Zarei

Published in: J. Uncertain Syst. (2022)

Keyphrases

portfolio optimization
sharpe ratio
portfolio selection
portfolio management
risk management
factor analysis
problems involving
stock market
robust optimization
optimization methods
bi objective
stock exchange
stock price
investment decisions
decision making
non stationary
clustering algorithm