✦ LIBER ✦

Entropy, market risk, and the selection of efficient portfolios

✍ Scribed by Philippatos, George C.; Wilson, Charles J.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Risk Constrained Portfolio Selection of

✍ Street, A.; Barroso, L.A.; Flach, B.; Pereira, M.V.; Granville, S. 📂 Article 📅 2009 🏛 IEEE 🌐 English ⚖ 727 KB

Theory of portfolio and risk based on in

✍ Ou, Jianshe 📂 Article 📅 2005 🏛 Emerald Group Publishing Limited 🌐 English ⚖ 220 KB

Selection of efficient portfolios–probab

✍ Rebiasz, Bogdan 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 502 KB

Mean-variance efficiency of the market p

✍ Abraham Lioui; Patrice Poncet 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 117 KB 👁 2 views

Ross' measure of risk aversion and portf

✍ Josef Hadar; Tae Kun Seo 📂 Article 📅 1990 🏛 Springer 🌐 English ⚖ 461 KB

ON THE STABILITY OF ALPHA BETA ESTIMATES

✍ George M. Frankfurter 📂 Article 📅 1978 🏛 Decision Sciences Institute, Georgia State Univers 🌐 English ⚖ 888 KB