Cargando…
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...
| Autores principales: | , , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2021
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8072692/ https://www.ncbi.nlm.nih.gov/pubmed/33919622 http://dx.doi.org/10.3390/e23040481 |