Qi Wu's research while affiliated with Minzu University of China and other places

Publication (1)

Full-text available
In the financial market, investors must deal with uncertain risk, and they also face background risk and many uncertain factors caused by their own characteristics. Considering the fuzzy nature of these factors as well as investors’ risk preferences, transaction costs, and so on, in order to reduce investment risk, an improved probability entropy m...


... Additionally, this risk measurement only considers the extent to which actual returns deviate from expected returns, whereas true losses refer to fluctuations below the mean of returns [3][4][5][6][7][8]. In order to be more in line with social reality, mean-semivariance portfolio models have been proposed and are widely used [9][10][11][12]. ...