An Entropy Method for Diversified Fuzzy Portfolio Selection

@inproceedings{Huang2012AnEM,
  title={An Entropy Method for Diversified Fuzzy Portfolio Selection},
  author={Xiaoxia Huang},
  year={2012}
}
This paper proposes an entropy method for diversified fuzzy portfolio selection. Proportion entropy is introduced and credibilistic mean-variance and mean-semivariance diversification models for fuzzy portfolio selection are proposed. The crisp forms of the proposed models are also provided when the security returns are all triangular fuzzy variables. As an… CONTINUE READING