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"Portfolio Optimization with a Mean-Entropy-Mutual Information Model."

Rodrigo Gonçalves Novais et al. (2022)

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DOI: 10.3390/E24030369

access: open

type: Journal Article

metadata version: 2022-05-18

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  dblp key:
  - journals/entropy/NovaisWAT22
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  - https://dblp.org/rec/journals/entropy/NovaisWAT22
Rodrigo Gonçalves Novais, Peter Fernandes Wanke, Jorge Junio Moreira Antunes, Yong Tan:
Portfolio Optimization with a Mean-Entropy-Mutual Information Model. Entropy 24(3): 369 (2022)

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