Peter Joseph Mercurio

Publication Activity (10 Years)

Years Active: 2020-2020
Publications (10 Years): 3

Top Topics

Bregman Divergences

Relative Entropy

Portfolio Optimization

Top Venues

Publications

Peter Joseph Mercurio, Yuehua Wu, Hong Xie
Portfolio Optimization for Binary Options Based on Relative Entropy. Entropy 22 (7) (2020)
Peter Joseph Mercurio, Yuehua Wu, Hong Xie
An Entropy-Based Approach to Portfolio Optimization. Entropy 22 (3) (2020)
Peter Joseph Mercurio, Yuehua Wu, Hong Xie
Option Portfolio Selection with Generalized Entropic Portfolio Optimization. Entropy 22 (8) (2020)