Pseudo-Triangular Entropy of Uncertain Variables: An Entropy-Based Approach to Uncertain Portfolio Optimization
Subject Areas : International Journal of Mathematical Modelling & Computations
Seyyed 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
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Abstract :