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Religious-based portfolio selection

โœ Scribed by Jin-Ray Lu; Chih-Ming Chan

Book ID
116869031
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
661 KB
Volume
21
Category
Article
ISSN
1058-3300

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๐Ÿ“œ SIMILAR VOLUMES

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โœ Zhongfeng Qin; Xiang Li; Xiaoyu Ji ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 958 KB

## 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