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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

No coin nor oath required. For personal study only.


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## 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