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"An Entropy-Based Approach to Portfolio Optimization."

Peter Joseph Mercurio, Yuehua Wu, Hong Xie (2020)

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DOI: 10.3390/E22030332

access: open

type: Journal Article

metadata version: 2020-12-25

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  dblp key:
  - journals/entropy/MercurioWX20
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  - https://dblp.org/rec/journals/entropy/MercurioWX20
Peter Joseph Mercurio, Yuehua Wu, Hong Xie:
An Entropy-Based Approach to Portfolio Optimization. Entropy 22(3): 332 (2020)

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