Portfolio volatility estimation relative to stock market cross-sectional intrinsic entropy
Year of publication: |
2023
|
---|---|
Authors: | Vint̜e, Claudiu ; Ausloos, Marcel |
Published in: |
Journal of Risk and Financial Management. - ISSN 1911-8074. - Vol. 16.2023, 2, p. 1-24
|
Publisher: |
Basel : MDPI |
Subject: | cross-sectional intrinsic entropy | portfolio volatility | volatility estimation |
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