Entropy based robust portfolio
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Publication:2078711
DOI10.1016/j.physa.2021.126260OpenAlexW3188362803MaRDI QIDQ2078711
Yan-li Kang, Gui-Yu Zhao, Jing-Song Tian, Yu Wei, Yuan-fu Li, Chen Chen
Publication date: 1 March 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2021.126260
entropyefficient frontierrobust portfoliohigher momentsMarkowitz's mean-variance modelmultiobjective particle swarm
Uses Software
Cites Work
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