Portfolio Optimization with a Mean-Entropy-Mutual Information Model

Rodrigo Gonçalves Novais, Peter Fernandes Wanke, Jorge Junio Moreira Antunes, Yong Tan. Portfolio Optimization with a Mean-Entropy-Mutual Information Model. Entropy, 24(3):369, 2022. [doi]

Authors

Rodrigo Gonçalves Novais

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Peter Fernandes Wanke

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Jorge Junio Moreira Antunes

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Yong Tan

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