Optimal Portfolio Diversification Using the Maximum Entropy Principle
| Year of publication: |
2008
|
|---|---|
| Authors: | Bera, Anil ; Park, Sung |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 27.2008, 4-6, p. 484-512
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