Entropy in portfolio optimization / Yasaman Izadparast Shirazi

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Entropy in portfolio optimization / Yasaman Izadparast Shirazi

In this thesis, we investigate the properties of entropy as an alternative measure of risk. Entropy has been compared with the traditional risk measure, variance from different point of views. It has been established that though variance is computationally simple and very popular among practitioners...

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Bibliographic Details
Main Author:	Yasaman Izadparast, Shirazi
Format:	Thesis
Published:	2017
Subjects:	Q Science (General) QA Mathematics
Online Access:	http://studentsrepo.um.edu.my/7764/ http://studentsrepo.um.edu.my/7764/1/All.pdf http://studentsrepo.um.edu.my/7764/6/yasaman.pdf

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