Entropy model of the investment portfolio

DOI10.1134/S000511790609013XzbMath1194.91177MaRDI QIDQ885757

Alexey Yu. Popkov

Publication date: 14 June 2007

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (3)

Diversified portfolios with different entropy measures ⋮ An evolutionary algorithm for multiobjective fuzzy portfolio selection models with transaction cost and liquidity ⋮ Stock market prediction and portfolio selection models: a survey

Cites Work

• Quantitative methods for portfolio analysis. MTV model approach
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