A Fuzzy Entropy Approach for Portfolio Selection

Keyphrases

• Fuzzy Entropy 100%
• Entropy Approach 100%
• Portfolio Optimization 100%
• Membership Function 66%
• Efficient Portfolio 66%
• Multi-criteria Optimization 66%
• Optimization Model 33%
• Decision Maker 33%
• High Efficiency 33%
• Covariance Matrix 33%
• Shannon Entropy 33%
• Decision Variables 33%
• Japan 33%
• Information Ambiguity 33%
• Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) 33%
• Fuzzy Parameters 33%
• Multi-criteria Decision Analysis 33%
• Realized Covariance 33%
• Realized Returns 33%
• Portfolio Management 33%
• Expected Returns 33%
• Optimal Portfolio 33%
• China-EU 33%
• Sharpe Index 33%
• Markowitz Framework 33%

Computer Science

• Membership Function 100%
• Multicriteria Optimization 100%
• Covariance Matrix 50%
• Decision Maker 50%
• Shannon Entropy 50%
• Technique for Order of Preference by Similarity to Ideal Solution 50%
• Multiple-Criteria Decision Analysis 50%
• Decision Variable 50%
• Classic Approach 50%
• Realized Return 50%
• Expected Return 50%
• Optimal Portfolio 50%
• Portfolio Management 50%

Economics, Econometrics and Finance

• Portfolio Selection 100%
• Investors 50%