A Maximum Entropy Method for a Robust Portfolio Problem

Yingying Xu, Zhuwu Wu, Long Jiang, Xuefeng Song. A Maximum Entropy Method for a Robust Portfolio Problem. Entropy, 16(6):3401-3415, 2014. [doi]

Authors

Yingying Xu

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Zhuwu Wu

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Long Jiang

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Xuefeng Song

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