Optimal Portfolio Diversification Using the Maximum Entropy Principle (Q3518459): Difference between revisions

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Latest revision as of 14:20, 28 June 2024

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Optimal Portfolio Diversification Using the Maximum Entropy Principle
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    Optimal Portfolio Diversification Using the Maximum Entropy Principle (English)
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    8 August 2008
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    diversification
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    entropy measure
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    portfolio selection
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    shrinkage rule
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    simulation methods
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