Optimal Portfolio Diversification Using the Maximum Entropy Principle (Q3518459)

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Optimal Portfolio Diversification Using the Maximum Entropy Principle
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    title
    Optimal Portfolio Diversification Using the Maximum Entropy Principle (English)
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    author
    Anil K. Bera
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    Sung Y. Park
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    publication date
    8 August 2008
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    Mathematics Subject Classification ID
    91G10
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    62B10
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    62P05
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    zbMATH DE Number
    5309109
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    zbMATH Keywords
    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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    Wikidata QID
    Q56806308
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    OpenAlex ID
    W2081860531
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