A Risk-Free Protection Index Model for Multi-Objective Uncertain Portfolio Selection with Entropy and Variance Constraints

Gao Jianwei,Liu Huicheng

Table 1 Uncertain distribution of bonds and four stocks

Assets Stock 1 Stock 2 Stock 3 Stock 4 Bonds Distribution $N(0.12,0.22)$ $N(0.1\text{4},0.26)$ $N(0.\text{1},0.\text{13})$ $N(0.\text{15},0.\text{32})$ $N(0.\text{08},0.\text{08})$