Diversified portfolios with different entropy measures (Q279248)
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scientific article; zbMATH DE number 6574701
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diversified portfolios with different entropy measures |
scientific article; zbMATH DE number 6574701 |
Statements
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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