Optimal Portfolio Diversification Using the Maximum Entropy Principle
Year of publication: |
2008
|
---|---|
Authors: | Bera, Anil ; Park, Sung |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 27.2008, 4-6, p. 484-512
|
Publisher: |
Taylor & Francis Journals |
Subject: | Diversification | Entropy measure | Portfolio selection | Shrinkage rule | Simulation methods |
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