A Multi-Objective Portfolio Model Based on Entropy and CVaR and Empirical Study

HOU Shengjie, GUAN Zhongcheng, DONG Xuefan

Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (3) : 640-652.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (3) : 640-652. DOI: 10.12341/jssms20203

A Multi-Objective Portfolio Model Based on Entropy and CVaR and Empirical Study

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2021, 41(3): 640-652 https://doi.org/10.12341/jssms20203

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