Minimum Rényi entropy portfolios (Q2241052)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum Rényi entropy portfolios |
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Minimum Rényi entropy portfolios (English)
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8 November 2021
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portfolio selection
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Shannon entropy
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Rényi entropy
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risk measure
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information theory
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higher-order moments
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risk parity
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