On entropy and portfolio diversification
Year of publication: |
July 2016
|
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Authors: | Pola, Gianni |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 17.2016, 4, p. 218-228
|
Subject: | portfolio diversification | risk parity | entropy | parameter uncertainty | robust allocation | Entropie | Entropy | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk |
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