Tables index

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
  • Table 1. Evaluation of the Expected Interval-valued Fuzzy Returns of Stocks
  • Table 2. The Optimal Portfolio Strategy for Model (P2) with Different Desired Return
  • Table 3. The Optimal Portfolio Strategy for Model (P2) with Different Information Entropy thereshold
  • Table 4. The Optimal Portfolio Strategy for Model (P2) with Different Lower Bounds of Value-at-risk
  • Table 5. The Optimal Portfolio Strategy for Model (P2) with Different Confidence Level
  • Table 6. The Optimal Portfolio Strategy for Model (P3) with Different Upper Bounds of Value-at-risk
  • Table 7. The Optimal Portfolio Strategy for Model (P3) with Different Confidence Level
  • Table 8. The optimal portfolio strategies obtained by Li’s model