"A Maximum Entropy Method for a Robust Portfolio Problem."

Yingying Xu et al. (2014)

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DOI: 10.3390/E16063401

access: open

type: Journal Article

metadata version: 2018-08-14

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  - https://dblp.org/rec/journals/entropy/XuWJS14
Yingying Xu, Zhuwu Wu, Long Jiang, Xuefeng Song:
A Maximum Entropy Method for a Robust Portfolio Problem. Entropy 16(6): 3401-3415 (2014)

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