Determining expected utility and entropy ratio in the expected utility-entropy decision model for stock selection depending on capital market development
Branka Marasović, Tea Kalinić, Ivana Jerković
| Year of publication: |
2021
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| Authors: | Marasović, Branka ; Kalinić, Tea ; Mravak, Ivana |
| Published in: |
Recent applications of financial risk modelling and portfolio management. - Hershey, PA, USA : IGI Global, Business Science Reference, ISBN 978-1-7998-5083-0. - 2021, p. 1-21
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| Subject: | Entropie | Entropy | Finanzmarkt | Financial market | Erwartungsnutzen | Expected utility | Entscheidungstheorie | Decision theory | Portfolio-Management | Portfolio selection | Entscheidung | Decision | Aktienmarkt | Stock market | Erwartungsbildung | Expectation formation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.4018/978-1-7998-5083-0.ch001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303807