A Maximum Entropy Method for a Robust Portfolio Problem

Author: Xu Yingying   Wu Zhuwu   Jiang Long   Song Xuefeng  

Publisher: MDPI

E-ISSN: 1099-4300|16|6|3401-3415

ISSN: 1099-4300

Source: Entropy, Vol.16, Iss.6, 2014-06, pp. : 3401-3415

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Abstract