Diversification measures and the optimal number of stocks in a portfolio : an information theoretic explanation
Year of publication: |
2019
|
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Authors: | Oyenubi, Adeola |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 54.2019, 4, p. 1443-1471
|
Subject: | Information theory | Diversification | Genetic algorithm | Portfolio optimization | Principal component analysis | Simulation methods | Theorie | Theory | Portfolio-Management | Portfolio selection | Diversifikation | Simulation | Mathematische Optimierung | Mathematical programming |
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