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]
@article{NovaisWAT22,
title = {Portfolio Optimization with a Mean-Entropy-Mutual Information Model},
author = {Rodrigo Gonçalves Novais and Peter Fernandes Wanke and Jorge Junio Moreira Antunes and Yong Tan},
year = {2022},
doi = {10.3390/e24030369},
url = {https://doi.org/10.3390/e24030369},
researchr = {https://researchr.org/publication/NovaisWAT22},
cites = {0},
citedby = {0},
journal = {Entropy},
volume = {24},
number = {3},
pages = {369},
}