Browsing EΛ.ΜΕ.ΠΑ. / HMU by Keywords "διαχείριση χαρτοφυλακίου"
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Portfolio selection and analysis with max entropy principle.
Η.Μ.U, School of Management and Economic Sciences (SMES), Management Science and Technology Dept.
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Publication Date: 2023-12-11The selection of an investment portfolio using the Maximum Entropy Principle is the subject of this thesis. The classical approach of "modern portfolio theory" proposed by Markowitz uses portfolio variance as a measure ...