Open AccessPortfolio Selection in the Credibilistic Framework Using Renyi Entropy and Renyi Cross Entropy
Author(s) -
Gholanhossein Yari,
Alireza Sajedi,
Mohamadtaghi Rahimi
Publication year - 2018
Publication title -
international journal of fuzzy logic and intelligent systems
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.296
H-Index - 9
eISSN - 2093-744X
pISSN - 1598-2645
DOI - 10.5391/ijfis.2018.18.1.78
Subject(s) - rényi entropy , portfolio , entropy (arrow of time) , mathematics , computer science , econometrics , statistics , financial economics , economics , principle of maximum entropy , physics , thermodynamics
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