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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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

  • HOU Shengjie1,2 ,GUAN Zhongcheng1,2 ,DONG Xuefan3
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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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