Pseudo-Triangular Entropy of Uncertain Variables: An Entropy-Based Approach to Uncertain Portfolio Optimization
Subject Areas : International Journal of Mathematical Modelling & ComputationsSeyyed Hamed Abtahi 1 , Gholamhossein Yari 2 , Farhad Hosseinzadeh Lotfi 3 , Rahman Farnoosh 4
1 - Department of Statistics, Science and Research Branch, Islamic Azad University, Tehran, Iran
2 - Department of Mathematics, Iran University of Science and Technology, Tehran, Iran
3 - Department of Statistics, Science and Research Branch, Islamic Azad University, Tehran, Iran
4 - Department of Mathematics, Iran University of Science and Technology, Tehran, Iran
Keywords:
Abstract :