State-value weighted entropy as a measure of investment risk
David N. Nawrocki; William H. Harding
| Year of publication: |
1986
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|---|---|
| Authors: | Nawrocki, David N. ; Harding, William H. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 18.1986, 4, p. 411-419
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| Subject: | Portfolio-Theorie | Entropie | Entropy | Theorie | Theory | Investitionsrisiko | Investment risk | Messung | Measurement | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003570705