Optimal Portfolio Diversification Using the Maximum Entropy Principle

Title
Optimal Portfolio Diversification Using the Maximum Entropy Principle
Authors
Keywords
-
Journal
Econometric Reviews
Volume 27, Issue 4-6, Pages 484-512
Publisher
Informa UK Limited
Online
2008-06-21
DOI
10.1080/07474930801960394

Ask authors/readers for more resources

Find the ideal target journal for your manuscript

Explore over 38,000 international journals covering a vast array of academic fields.

Search

Add your recorded webinar

Do you already have a recorded webinar? Grow your audience and get more views by easily listing your recording on Peeref.

Upload Now