Entropy based robust portfolio (Q2078711)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Entropy based robust portfolio |
scientific article |
Statements
Entropy based robust portfolio (English)
0 references
1 March 2022
0 references
Markowitz's mean-variance model
0 references
entropy
0 references
robust portfolio
0 references
higher moments
0 references
multiobjective particle swarm
0 references
efficient frontier
0 references
