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"Portfolio selection using λ mean and hybrid entropy."

Jiuping Xu, Xiaoyang Zhou, Desheng Dash Wu (2011)

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DOI: 10.1007/S10479-009-0550-3

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/XuZW11
Jiuping Xu, Xiaoyang Zhou, Desheng Dash Wu:
Portfolio selection using λ mean and hybrid entropy. Ann. Oper. Res. 185(1): 213-229 (2011)

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