ENTROPY AND INFORMATION IN PORTFOLIO CHOICE

被引：0
|
作者：
SENGUPTA, JK
机构：
[1] Department of Economics, University of California, Santa Barbara, CA
来源：
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 1994年 / 25卷 / 12期
关键词：
D O I：
10.1080/00207729408949362
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The notion of entropy, which is known from information theory as a measure of uncertainty of the data on security returns, is used to illustrate by examples how the traditional optimal portfolio models may be suitably reformulated.
引用
收藏
页码：2417 / 2424
页数：8
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