Table 4. The Optimal Portfolio Strategy for Model (P2) with Different Lower Bounds of Value-at-risk

From

An Interval-Valued Fuzzy Portfolio Decision Model with Entropy and VaR Constraints

Qiansheng Zhang, Yuanjun Ou

American Journal of Modeling and Optimization. 2024, 11(1), 1-6 doi:10.12691/ajmo-11-1-1