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...
Main Authors: | Daniel Chiew, Judy Qiu, Sirimon Treepongkaruna, Jiping Yang, Chenxiao Shi |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-04-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/23/4/481 |
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