Performance of Portfolios Based on the Expected Utility-Entropy Fund Rating Approach

Proceedings
doi 10.3390/ecea-5-06679
Full Text
Abstract

Available in full text

Date
Authors
Publisher

MDPI AG

Related search

The Experienced Utility of Expected Utility Approaches

1980English

Research on Investment Decision of Scientific and Technology Insurance Based on the Expected Utility Model

2015English

Efficient VAR and Expected Shortfall Computations for Non-Linear Portfolios Within the Delta-Gamma Approach

SSRN Electronic Journal
2013English

Conditionally Fitted Sharpe Performance With an Application to Hedge Fund Rating

SSRN Electronic Journal
2009English

A Software Vulnerability Rating Approach Based on the Vulnerability Database

Journal of Applied Mathematics
Applied Mathematics
2014English

Entropy-Based Mesh Refinement, I: The Entropy Adjoint Approach

2009English

Some Notes on Maximum Entropy Utility

Entropy
Electronic EngineeringInformation SystemsMathematical PhysicsElectricalAstronomyPhysics
2019English

Expected Multi-Utility Representations

Mathematical Social Sciences
SociologyPsychologyProbabilityUncertaintyStatisticsPolitical ScienceSocial Sciences
2012English

Nonparametric Test of the Expected Utility Hypothesis

American Journal of Agricultural Economics
AgriculturalEconomicsEconometricsBiological Sciences
1992English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy