A new fuzzy random multi-objective portfolio model with different entropy measures using fuzzy programming based on artificial bee colony algorithm
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DOI: 10.1108/ec-11-2020-0654
Abstract: PurposeThis paper proposes a fuzzy random multi-objective portfolio model with different entropy measures and designs a hybrid algorithm to solve the proposed model.Design/methodology/approachBecause random uncertainty and fuzzy uncertainty are often combined in a real-world setting,… read more here.
Keywords: fuzzy random; different entropy; portfolio; model ... See more keywords