Performance of Portfolios Based on the Expected Utility-Entropy Fund Rating Approach

Performance of Portfolios Based on the Expected Utility-Entropy Fund Rating Approach

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. Recently, we established a fund rating approach based on the EU-E...

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Bibliographic Details
Main Authors: Daniel Chiew, Judy Qiu, Sirimon Treepongkaruna, Jiping Yang, Chenxiao Shi
Format: Article
Language:English
Published: MDPI AG 2021-04-01
Series:Entropy
Subjects:
expected utility–entropy
fund rating
risk
portfolio
performance
Online Access:https://www.mdpi.com/1099-4300/23/4/481

Internet

https://www.mdpi.com/1099-4300/23/4/481

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