Mean-Risk Models Based on Sine Entropy
Abstract：In this paper,the Sine Entropy minimization model for portfolio selection problem is discussed under uncertainty environment.From the investors return,portfolio models with Sine Entropy-Mean-Risk which based on return with uncertainty distribution.In order to solve these models under uncertainty environment,a hybrid intelligent algorithm is designed by integrating numerical integration and genetic algorithm.Finally,two numerical examples are given to illustrate the modeling idea and the effectiveness of the proposed algorithm.
Keywords：Uncertainty theoryuncertaint variableSine Entropyportfolio selectionintelligent algorithm
Publication Date：2012-01-01
Online Publishing Date：2026-08-28(First online date of this platform, not the publication date of the document)
Pages：5( 5-8,23 )