Does entropy model with return forecasting enhance portfolio performance?

Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Kai-Cheng Yu. Does entropy model with return forecasting enhance portfolio performance?. Computers & Industrial Engineering, 114:175-182, 2017. [doi]

Authors

Jing-Rung Yu

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Wan-Jiun Paul Chiou

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Wen-Yi Lee

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Kai-Cheng Yu

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