Pages that link to "Item:Q3518459"

The following pages link to Optimal Portfolio Diversification Using the Maximum Entropy Principle (Q3518459):

Displaying 28 items.

• Diversified portfolios with different entropy measures (Q279248) (← links)
• Applications of entropy in finance: a review (Q280721) (← links)
• Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs (Q342247) (← links)
• Computation of channel capacity based on self-concordant functions (Q415822) (← links)
• Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization (Q724371) (← links)
• The advantage of inhomogeneity -- lessons from a noise driven linearized dynamical system (Q1619120) (← links)
• A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios (Q1620084) (← links)
• Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction (Q1624485) (← links)
• An evolutionary algorithm for multiobjective fuzzy portfolio selection models with transaction cost and liquidity (Q1666014) (← links)
• A more human-like portfolio optimization approach (Q1752192) (← links)
• Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
• Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
• Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
• Entropy based robust portfolio (Q2078711) (← links)
• An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
• A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification (Q2137225) (← links)
• Information content of liquidity and volatility measures (Q2165679) (← links)
• Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints (Q2168097) (← links)
• Minimum Rényi entropy portfolios (Q2241052) (← links)
• Density forecast of financial returns using decomposition and maximum entropy (Q2694014) (← links)
• Information Theoretic and Entropy Methods: An Overview (Q3518450) (← links)
• Optimal Portfolio Selection Using Maximum Entropy Estimation Accounting for the Firm Specific Characteristics (Q4558848) (← links)
• Portfolio optimization based on generalized information theoretic measures (Q5096013) (← links)
• An Enjoyable Research Journey on Uncertainty (Q5126367) (← links)
• ENHANCED INDEX TRACKING MODEL WITH ENTROPY MAXIMIZATION (Q5229449) (← links)
• Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
• A multi-period constrained multi-objective evolutionary algorithm with orthogonal learning for solving the complex carbon neutral stock portfolio optimization model (Q6076828) (← links)
• Portfolio selection: a target-distribution approach (Q6113329) (← links)