Performance of Portfolios Based on the Expected Utility-Entropy Fund Rating Approach †
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DOI: 10.3390/e23040481
Abstract: Yang and Qiu proposed and reframed an expected utility–entropy (EU-E) based decision model. Later on, a similar numerical representation for a risky choice was axiomatically developed by Luce et al. under the condition of segregation.… read more here.
Keywords: fund rating; expected utility; utility entropy; performance ... See more keywords