"Properties of Risk Measures of Generalized Entropy in Portfolio Selection."

Rong-Xi Zhou et al. (2017)

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DOI: 10.3390/E19120657

access: open

type: Journal Article

metadata version: 2022-06-24

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  - https://dblp.org/rec/journals/entropy/ZhouLYH17
Rong-Xi Zhou, Xiao Liu, Mei Yu, Kyle Huang:
Properties of Risk Measures of Generalized Entropy in Portfolio Selection. Entropy 19(12): 657 (2017)

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