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Minimum Rényi entropy portfolios

Nathan Lassance () and Frédéric Vrins ()

No 3062, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

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