@inbook{1bd7ec9a2f6c42759ca2fede4d7001f7,
title = "Credibilistic Cross-Entropy Minimization Model",
abstract = "Kapur and Kesavan (1992) respectively proposed an entropy maximization model and a cross-entropy minimization model for portfolio optimization. The objective of the first model is to maximize the uncertainty of the random investment return and the second one is to minimize the divergence of the random investment return from a priori one. From then on, many researchers accepted the criterion and investigated these entropy optimization models (Cherny and Maslov 2003; Fang et al. 1997; Rubinstein 2008; Simonelli 2005).",
keywords = "Entropy Maximization Model, Fuzzy Entropy, Fuzzy Variable, Investment Return, Risk Measure",
author = "Zhongfeng Qin",
note = "Publisher Copyright: {\textcopyright} 2016, Springer Science+Business Media Singapore.",
year = "2016",
doi = "10.1007/978-981-10-1810-7\_4",
language = "英语",
series = "Uncertainty and Operations Research",
publisher = "Springer Nature",
pages = "71--82",
booktitle = "Uncertainty and Operations Research",
}