ENTROPY, MARKET RISK, AND SELECTION OF EFFICIENT PORTFOLIOS

[1] Arrow K. J., 1965, ASPECTS THEORY RISK

[2] AN EXPECTED GAIN-CONFIDENCE LIMIT CRITERION FOR PORTFOLIO SELECTION [J]. MANAGEMENT SCIENCE, 1963, 10 (01) : 174 - 182

[3] BORCH KA, 1963, MANAGE SCI, P697

[4] DISCRIMINATION AMONG MECHANISTIC MODELS [J]. TECHNOMETRICS, 1967, 9 (01) : 57 - +

[5] BROWN KC, 1970, J FINANCIAL QUANTITA, P139

[6] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) : 817 - &

[7] FAMA EM, 1966, MANAGE SCI, P404

[8] FELDSTEIN M, 1969, REV ECON STUD, P5

[9] FINKELSTEIN M, 1967, YALE LAW J MAR, P677

[10] THE RELATION BETWEEN INFORMATION AND VARIANCE ANALYSES [J]. PSYCHOMETRIKA, 1956, 21 (03) : 219 - 228

[1] Arrow K. J., 1965, ASPECTS THEORY RISK

[2] AN EXPECTED GAIN-CONFIDENCE LIMIT CRITERION FOR PORTFOLIO SELECTION [J]. MANAGEMENT SCIENCE, 1963, 10 (01) : 174 - 182

[3] BORCH KA, 1963, MANAGE SCI, P697

[4] DISCRIMINATION AMONG MECHANISTIC MODELS [J]. TECHNOMETRICS, 1967, 9 (01) : 57 - +

[5] BROWN KC, 1970, J FINANCIAL QUANTITA, P139

[6] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) : 817 - &

[7] FAMA EM, 1966, MANAGE SCI, P404

[8] FELDSTEIN M, 1969, REV ECON STUD, P5

[9] FINKELSTEIN M, 1967, YALE LAW J MAR, P677

[10] THE RELATION BETWEEN INFORMATION AND VARIANCE ANALYSES [J]. PSYCHOMETRIKA, 1956, 21 (03) : 219 - 228