Comparison and Research on Diversified Portfolios with Several Entropy Measures Based on Different Psychological States
In previous studies, there were few portfolio models involving investors’ psychological states, market ambiguity and entropy. Some entropy can make the model have the effect of diversifying investment, which is very important. This paper mainly studies four kinds of entropy. First, we obtained four...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-10-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/22/10/1125 |