Peter Joseph Mercurio, Yuehua Wu, Hong Xie. An Entropy-Based Approach to Portfolio Optimization. Entropy, 22(3):332, 2020. [doi]
@article{MercurioWX20,
title = {An Entropy-Based Approach to Portfolio Optimization},
author = {Peter Joseph Mercurio and Yuehua Wu and Hong Xie},
year = {2020},
doi = {10.3390/e22030332},
url = {https://doi.org/10.3390/e22030332},
researchr = {https://researchr.org/publication/MercurioWX20},
cites = {0},
citedby = {0},
journal = {Entropy},
volume = {22},
number = {3},
pages = {332},
}