Statistical information theory is a method for quantifying the amount of stochastic uncertainty
in a system. This theory originated in communication theory. The application of information …

Specifying which projects to be invested in under constraints can improve the investment
efficiency of enterprise. The article studies on portfolio selection of power generation …

An efficient and effective portfolio provides maximum return potential with minimum risk by
choosing an optimal balance among assets. Therefore, the objective of this study is to …

This paper proposes a new method for financial portfolio optimization based on reducing
simultaneous asset shocks across a collection of assets. This may be understood as an …

This study considers a time-consistent multi-period rolling portfolio optimization issue in the
context of a fuzzy situation. Rolling optimization with a risk aversion component attempts to …

The common goal for investors is to minimise the risk and maximise the returns on their
investments. This is often achieved through diversification, where investors spread their …

The tendency of investors to choose investments with maximum return and minimal risk
causes the need for diversification in a portfolio to form an optimal portfolio. A lot of research …

We introduce new mathematical methods to study the optimal portfolio size of investment
portfolios over time, considering investors with varying skill levels. First, we explore the …

This paper studies the time-varying structure of the equity market with respect to market
capitalization. First, we analyze the distribution of the 100 largest companies' market …

The possibilistic mean–variance (MV) model is the counterpart of Markowitz's MV model in
the possibility theory. This study aims to examine the possibilistic MV model when the …