Asset allocation combining macro and micro information : empirical test based on entropy pool model
Year of publication: |
2024
|
---|---|
Authors: | Li, Tianyuan ; Chen, Ping |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 64.2024, Art.-No. 105470, p. 1-7
|
Subject: | Asset allocation | BL model | Entropy pool theory | Portfolio-Management | Portfolio selection | Entropie | Entropy | Theorie | Theory | Schätzung | Estimation |
-
A generalized entropy approach to portfolio selection under a hidden markov model
MacLean, Leonard C., (2022)
-
Haley, M. Ryan, (2011)
-
Gong, Xue, (2015)
- More ...
-
The Role of Dispositional Reappraisal in the Age-Related Positivity Effect
Li, Tianyuan, (2010)
-
Age Differences in Trust: An Investigation Across 38 Countries
Li, Tianyuan, (2012)
-
Guo, Shenglian, (2011)
- More ...