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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Journal Article: Minimum Rényi entropy portfolios (2021)
Working Paper: Minimum Rényi entropy portfolios (2019)
Working Paper: Minimum Rényi entropy portfolios (2019)
Working Paper: Minimum Rényi entropy portfolios (2019)
Working Paper: Minimum R\'enyi Entropy Portfolios (2018)
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