Optimal Portfolio Diversification Using the Maximum Entropy Principle (Q3518459): Difference between revisions
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Revision as of 01:06, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Portfolio Diversification Using the Maximum Entropy Principle |
scientific article |
Statements
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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