Diversified portfolios with different entropy measures (Q279248)

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scientific article; zbMATH DE number 6574701
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English
Diversified portfolios with different entropy measures
scientific article; zbMATH DE number 6574701

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    Diversified portfolios with different entropy measures (English)
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    27 April 2016
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    multiple criteria analysis
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    multiple objective programming
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    entropy
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    portfolio selection
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    short selling
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    transaction cost
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