A maximum entropy method for a robust portfolio problem
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Publication:296477
DOI10.3390/e16063401zbMath1338.91138OpenAlexW2060568997MaRDI QIDQ296477
Long Jiang, Ying-Ying Xu, Zhu-Wu Wu, Xue-Feng Song
Publication date: 15 June 2016
Published in: Entropy (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/e16063401
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Cites Work
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