Optimal Portfolio Selection Using Maximum Entropy Estimation Accounting for the Firm Specific Characteristics (Q4558848)
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scientific article; zbMATH DE number 6987154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Portfolio Selection Using Maximum Entropy Estimation Accounting for the Firm Specific Characteristics |
scientific article; zbMATH DE number 6987154 |
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Optimal Portfolio Selection Using Maximum Entropy Estimation Accounting for the Firm Specific Characteristics (English)
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30 November 2018
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portfolio selection
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firm characteristic
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Sharpe ratio
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portfolio weight
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portfolio selection problem
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