Diversified portfolios with different entropy measures (Q279248): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C29
@@ Property / Mathematics Subject Classification ID: 90C29 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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@@ Property / zbMATH DE Number @@
+6574701
@@ Property / zbMATH DE Number: 6574701 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multiple criteria analysis
@@ Property / zbMATH Keywords: multiple criteria analysis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multiple objective programming
@@ Property / zbMATH Keywords: multiple objective programming / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+entropy
@@ Property / zbMATH Keywords: entropy / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+portfolio selection
@@ Property / zbMATH Keywords: portfolio selection / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+short selling
@@ Property / zbMATH Keywords: short selling / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+transaction cost
@@ Property / zbMATH Keywords: transaction cost / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2014.04.006
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@@ Property / OpenAlex ID @@
+W2024617909
@@ Property / OpenAlex ID: W2024617909 / rank @@
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@@ Property / cites work @@
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+Optimal Portfolio Diversification Using the Maximum Entropy Principle
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+Entropy model of the investment portfolio
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+Fuzzy programming and linear programming with several objective functions
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@@ links / mardi / name / links / mardi / name @@
+Publication:279248