ENHANCED INDEX TRACKING MODEL WITH ENTROPY MAXIMIZATION (Q5229449)
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scientific article; zbMATH DE number 7094525
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ENHANCED INDEX TRACKING MODEL WITH ENTROPY MAXIMIZATION |
scientific article; zbMATH DE number 7094525 |
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ENHANCED INDEX TRACKING MODEL WITH ENTROPY MAXIMIZATION (English)
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15 August 2019
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entropy maximization
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tracking error
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optimal portfolio
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efficient diversification
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