Yayın: Mean-Variance-Skewness-Entropy Measures: A Multi-Objective Approach for Portfolio Selection
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Skewness, Portfolio, Econometrics, Portfolio optimization, Modern portfolio theory, Entropy (arrow of time), Selection (genetic algorithm), Rate of return on a portfolio, Kullback–Leibler divergence, Variance (accounting), Computer science, Statistics, Mathematics, Economics, Artificial intelligence, Financial economics