Value-ranked equity portfolios via entropy pooling
Josef Zorn
| Year of publication: |
2018
|
|---|---|
| Authors: | Zorn, Josef |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 7.2018, 3, p. 51-74
|
| Subject: | stock returns | value investing | portfolio optimization | entropy pooling | Kullback-Leibler divergence | asset ranking | Portfolio-Management | Portfolio selection | Entropie | Entropy | Kapitaleinkommen | Capital income | Theorie | Theory | Portfolio-Investition | Foreign portfolio investment | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2018.101 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012001987