Wordt geladen...
Option Portfolio Selection with Generalized Entropic Portfolio Optimization
In this third and final paper of our series on the topic of portfolio optimization, we introduce a further generalized portfolio selection method called generalized entropic portfolio optimization (GEPO). GEPO extends discrete entropic portfolio optimization (DEPO) to include intervals of continuous...
Bewaard in:
| Gepubliceerd in: | Entropy (Basel) |
|---|---|
| Hoofdauteurs: | , , |
| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
MDPI
2020
|
| Onderwerpen: | |
| Online toegang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7517377/ https://ncbi.nlm.nih.gov/pubmed/33286576 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e22080805 |
| Tags: |
Voeg label toe
Geen labels, Wees de eerste die dit record labelt!
|