Applications of entropy in finance: a review

DOI10.3390/e15114909zbMath1422.91673OpenAlexW1998017597MaRDI QIDQ280721

Rongxi Zhou, Guanqun Tong, Ru Cai

Publication date: 10 May 2016

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e15114909

zbMATH Keywords

entropyasset pricingapplicationsfinanceprinciple of maximum entropyportfolio selection

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Measures of information, entropy (94A17) Portfolio theory (91G10)

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