Diversified portfolios with different entropy measures (Q279248): Difference between revisions
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Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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Property / Mathematics Subject Classification ID: 90C29 / rank | |||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / zbMATH DE Number: 6574701 / rank | |||
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multiple criteria analysis | |||
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multiple objective programming | |||
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entropy | |||
Property / zbMATH Keywords: entropy / rank | |||
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portfolio selection | |||
Property / zbMATH Keywords: portfolio selection / rank | |||
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short selling | |||
Property / zbMATH Keywords: short selling / rank | |||
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transaction cost | |||
Property / zbMATH Keywords: transaction cost / rank | |||
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Revision as of 17:11, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Diversified portfolios with different entropy measures |
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Diversified portfolios with different entropy measures (English)
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27 April 2016
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multiple criteria analysis
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multiple objective programming
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entropy
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portfolio selection
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short selling
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transaction cost
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