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Minimum Rényi entropy portfolios

Nathan Lassance () and Frédéric Vrins

No 2019009, LIDAM Reprints LFIN from Université catholique de Louvain, Louvain Finance (LFIN)

Date: 2019-01-01
Note: In : Annals of Operations Research, (2019)
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Working Paper: Minimum Rényi entropy portfolios (2019) Downloads
Working Paper: Minimum Rényi entropy portfolios (2019) Downloads
Working Paper: Minimum Rényi entropy portfolios (2019)
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