An application of entropy pooling and diversifying risk model in portfolio optimization (Q4980073)
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scientific article; zbMATH DE number 6310858
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|---|---|---|---|
| default for all languages | No label defined |
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| English | An application of entropy pooling and diversifying risk model in portfolio optimization |
scientific article; zbMATH DE number 6310858 |
Statements
30 June 2014
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entropy pooling
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index ranking
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diversifying risk
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0.8043292164802551
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0.7568855881690979
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0.756720244884491
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