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    <title>American Journal of Modeling and Optimization</title>
    <link>http://www.sciepub.com/journal/AJMO</link>
    <description>American Journal of Modeling and Optimization is a peer-reviewed, open access journal that publishes original research articles and review articles in all areas of modeling and optimization. The goal of this journal is to provide a platform for scientists and academicians all over the world to promote, share, and discuss various new issues and developments in different areas of modeling and optimization.</description>
    <dc:publisher>Science and Education Publishing</dc:publisher>
		<dc:language>en</dc:language>
		<dc:rights>2013 Science and Education Publishing Co. Ltd All rights reserved.</dc:rights>
		<prism:publicationName>American Journal of Modeling and Optimization</prism:publicationName>
		11
		1
		January 2024
		<prism:copyright>2013 Science and Education Publishing Co. Ltd All rights reserved.</prism:copyright>
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<title>
An Interval-Valued Fuzzy Portfolio Decision Model with Entropy and VaR Constraints
</title>
<link>http://pubs.sciepub.com/ajmo/11/1/1</link>
<description>
<![CDATA[To deal with portfolio problem with interval-valued fuzzy return, this paper firstly employs interval-valued fuzzy possibilistic variance and information entropy to measure the risk and dispersion of portfolio, and uses value-at-risk (VaR) to measure the maximum loss under a given confidence level. Then an interval-valued fuzzy portfolio decision model is constructed with information entropy and VaR constraints. Secondly, we convert the uncertain risk objective function of portfolio model into a simple quadratic function and obtain the optimal portfolio strategy by LINGO optimization software. Finally, the effectiveness of the proposed portfolio decision model is empirically analyzed through real stock investment data, and the impacts of different entropy and VaR on portfolio strategies are tested.]]>
</description>
<dc:creator>
Qiansheng  Zhang, Yuanjun  Ou
</dc:creator>
<dc:date>2024-02-01</dc:date>
<dc:publisher>Science and Education Publishing</dc:publisher>
<prism:publicationDate>2024-02-01</prism:publicationDate>
<prism:number>1</prism:number>
<prism:volume>11</prism:volume>
<prism:startingPage>1</prism:startingPage>
<prism:endingPage>6</prism:endingPage>
<prism:doi>10.12691/ajmo-11-1-1</prism:doi>
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