An application of entropy pooling and diversifying risk model in portfolio optimization

DOI10.3969/J.ISSN.0253-2778.2013.09.010MaRDI QIDQ4980073zbMATH OpenFDO

Authors Ying Ge, Xijun Cheng, Yongjian Fu

Publication date 30 June 2014

Full work available at URL https://doi.org/10.3969/J.ISSN.0253-2778.2013.09.010

zbMATH Keywords

diversifying riskentropy poolingindex ranking

Mathematics Subject Classification ID

Portfolio theory (91G10)

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