A Multi-Period Optimization Framework for Portfolio Selection Using Interval Analysis
This paper presents a robust multi-period portfolio optimization framework that integrates interval analysis, entropy-based diversification, and downside risk control. In contrast to classical models relying on precise probabilistic assumptions, our approach captures uncertainty through interval-val...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-05-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/10/1552 |
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