Portfolio Analysis in Finance Mathematics by DS Hooda in Open access Biostatistics & Bioinformatics
In the present paper a brief account of the deterministic model due to Marko is given and the concept of mean variance efficient frontier to find all efficient portfolios that maximize the expected returns and minimize the variance are introduced. Some measures of portfolio analysis based on entropy meanvariance frontier and maximum entropy model in risk sharing are proposed and studied.
https://crimsonpublishers.com/oabb/pdf/OABB.000546.pdf
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