Optimal portfolio selection using maximum entropy estimation accounting for the firm specific characteristics
Year of publication: |
2015
|
---|---|
Authors: | Gong, Xue ; Songsak Sriboonchitta |
Published in: |
Econometrics of risk. - Cham [u.a.] : Springer, ISBN 3-319-13448-5. - 2015, p. 305-318
|
Subject: | Portfolio-Management | Portfolio selection | Entropie | Entropy | Schätzung | Estimation | Schätztheorie | Estimation theory |
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