Using the concept of credibility measure, this paper proposes a mean-variance hybrid-entropy model which measures the ri......

In order to solve the portfolio problem when security returns are birandom variables,firstly we propose a definition of ......

By comparing mean-variance(MV)model,mean-absolute deviation(MAD)model,VaR and CVaR model,this study proposes a portfolio......

This paper investigates the impacts of background risk on investors’ portfolio choice in a mean-variance framework and ......

In this paper,we have formulated quantum beetle antennae search (QBAS),a meta-heuristic optimization algorithm,and a var......

　　This paper discusses multi-period portfolio adjusting problems under uncertainty measures.The returns of assets are ......

The weapons system portfolio selection problem arises at the equipment demonstration stage and deals with the military a......