Entropy based robust portfolio (Q2078711): Difference between revisions
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Latest revision as of 19:32, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Entropy based robust portfolio |
scientific article |
Statements
Entropy based robust portfolio (English)
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1 March 2022
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Markowitz's mean-variance model
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entropy
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robust portfolio
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higher moments
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multiobjective particle swarm
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efficient frontier
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