A Study on Fuzzy Entropy Model in Portfolio Selection
碩士 === 國立暨南國際大學 === 資訊管理學系 === 102 === Abstract On the development of portfolio selection, Entropy is not only dealt with the issue of non-diversification but used as the measurement of risk to replace the variance in Mean-Variance portfolio selection model. Besides, to describe the uncertainty of f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/72627130162801045046 |