Login / Signup

Option Portfolio Selection with Generalized Entropic Portfolio Optimization.

Peter Joseph MercurioYuehua WuHong Xie
Published in: Entropy (2020)
Keyphrases
  • portfolio selection
  • portfolio optimization
  • portfolio management
  • robust optimization
  • financial markets
  • multiple objectives
  • transaction costs
  • stock market
  • problems involving
  • bi objective