Portfolio optimization model based on the minimum comentropy and the maximum value-added entropy

DONG XueFan¹;WANG XiuGuo²;ZHOU RongXi¹;ZONG Ze¹

Journal of Beijing University of Chemical Technology ›› 2011, Vol. 38 ›› Issue (6) : 120-124.

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Journal of Beijing University of Chemical Technology ›› 2011, Vol. 38 ›› Issue (6) : 120-124.

管理与数理科学

Portfolio optimization model based on the minimum comentropy and the maximum value-added entropy

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2011, 38(6): 120-124

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Received	Revised	Published
2011-06-08	1900-01-01	2011-11-20
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2011-11-20

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