Risk, return and international portfolio analysis: Entropy and linear belief functions
© Springer International Publishing Switzerland 2015. In this study, we analyze the international portfolio with respect to risk and return aspects.We applied entropy methods to find the optimal portfolio weights. In this method, we used entropy as the objective function and we also compared our res...
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2018
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84919344195&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/54391 |
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