Entropy based robust portfolio

被引：0
|
作者：
Kang, Yan-li [1 ]
Tian, Jing-Song [2 ]
Chen, Chen [2 ]
Zhao, Gui-Yu [2 ]
Li, Yuan-fu [3 ]
Wei, Yu [4 ]
机构：
[1] School of Economics & Management, Southwest Jiaotong University, Chengdu,610031, China
[2] Business School, China West Normal University, Nanchong,637002, China
[3] School of Civil Engineering, Southwest Jiaotong University, Chengdu,610031, China
[4] School of Finance, Yunnan University of Finance and Economics, Kunming,650221, China
来源：
Physica A: Statistical Mechanics and its Applications | 2021年 / 583卷
关键词：
The authors are grateful for financial support received from the project in 2019 of the 13th five year plan of Social Sciences in Sichuan Province of China ( SC19B123 ); Doctoral research project of West China Normal University ( 19E031 ); Talents fund project of China West Normal University ( 17YC311 );
D O I：
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学科分类号：
摘要：
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