Konu "Portfolio Performance Measures" için İstatistik Bölümü listeleme
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Mean-Variance-Skewness-Entropy Measures: A Multi-Objective Approach for Portfolio Selection
(MDPI AG, 2011)In this study, we present a multi-objective approach based on a mean-variance-skewness-entropy portfolio selection model (MVSEM). In this approach, an entropy measure is added to the mean-variance-skewness model (MVSM) to ...