ENTROPY, MARKET RISK, AND SELECTION OF EFFICIENT PORTFOLIOS

被引：126

作者：

PHILIPPATOS, GC ^{[1
]}

WILSON, CJ ^{[1
]}

机构：

[1] PENN STATE UNIV, UNIVERSITY PK, PA 16802 USA

来源：

关键词：

D O I：

10.1080/00036847200000017

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：209 / 220

页数：12

共 36 条

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[14]

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KULLBACK S, 1959, INFORMATION THEORY S

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LEVY, H ;

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[19]

MAO JCT, 1966, MANAGE SCI, P3323

[20]

Markowitz H., 1971, PORTFOLIO SELECTION