A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversificationBo Li, Ranran Zhang|Chaos Solitons & Fractals|2021Cited by 61
Parametric approximate optimal control of uncertain differential game with application to counter terrorBo Li, Yadong Shu, Ting Jin et al.|Chaos Solitons & Fractals|2021Cited by 28
Uncertain portfolio optimization problem with liquidity and diversificationRanran Zhang, Bo Li|Unknown|2020Cited by 1