Tracking a Well Diversified Portfolio with Maximum Entropy in the Mean

  1. Arratia, A.
  2. Gzyl, H.
  3. Mayoral, S.
Journal:
Mathematics

ISSN: 2227-7390

Year of publication: 2022

Volume: 10

Issue: 4

Type: Article

DOI: 10.3390/MATH10040557 GOOGLE SCHOLAR lock_openOpen access editor