Pages that link to "Item:Q5131513"
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The following pages link to Financial portfolios based on Tsallis relative entropy as the risk measure (Q5131513):
Displaying 5 items.
- Triangular entropy of uncertain variables with application to portfolio selection (Q521694) (← links)
- Entropy model of the investment portfolio (Q885757) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- The relative entropy in CGMY processes and its applications to finance (Q2472193) (← links)
- Relative Entropy Criterion and CAPM-Like Pricing (Q4606785) (← links)