Portfolio Optimization under Entropic Risk Management

Wei ZHONG

Acta Mathematica Sinica ›› 2009, Vol. 25 ›› Issue (7) : 1113-1130.

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Acta Mathematica Sinica ›› 2009, Vol. 25 ›› Issue (7) : 1113-1130. DOI: 10.1007/s10114-009-7524-x
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Portfolio Optimization under Entropic Risk Management

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematica Sinica, 2009, 25(7): 1113-1130 https://doi.org/10.1007/s10114-009-7524-x

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