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AIP Conference Proceedings [AIP Publishing LLC BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING: Proceedings of the 33rd International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering (MaxEnt 2013) - Canberra, ACT, Australia (15–20 December 2013)] - On long-only information-based portfolio diversification framework
Santos, Raphael A., Takada, Hellinton H.Volume:
1636
Year:
2014
Language:
english
DOI:
10.1063/1.4903727
File:
PDF, 1.28 MB
english, 2014