## a b s t r a c t In this paper, the Kapur cross-entropy minimization model for portfolio selection problem is discussed under fuzzy environment, which minimizes the divergence of the fuzzy investment return from a priori one. First, three mathematical models are proposed by defining divergence as
On Fuzzy Portfolio Selection Problems
β Scribed by Shouyang Wang; Shushang Zhu
- Book ID
- 110401638
- Publisher
- Springer
- Year
- 2002
- Tongue
- English
- Weight
- 124 KB
- Volume
- 1
- Category
- Article
- ISSN
- 1568-4539
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