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]
@article{YuCLY17,
title = {Does entropy model with return forecasting enhance portfolio performance?},
author = {Jing-Rung Yu and Wan-Jiun Paul Chiou and Wen-Yi Lee and Kai-Cheng Yu},
year = {2017},
doi = {10.1016/j.cie.2017.10.007},
url = {https://doi.org/10.1016/j.cie.2017.10.007},
researchr = {https://researchr.org/publication/YuCLY17},
cites = {0},
citedby = {0},
journal = {Computers & Industrial Engineering},
volume = {114},
pages = {175-182},
}