"Portfolio Optimization with a Mean-Absolute Deviation-Entropy ..."

Weng Siew Lam, Weng Hoe Lam, Saiful Hafizah Jaaman (2021)

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DOI: 10.3390/E23101266

access: open

type: Journal Article

metadata version: 2021-10-27

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  - https://dblp.org/rec/journals/entropy/LamLJ21
Weng Siew Lam, Weng Hoe Lam, Saiful Hafizah Jaaman:
Portfolio Optimization with a Mean-Absolute Deviation-Entropy Multi-Objective Model. Entropy 23(10): 1266 (2021)

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