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Mean-Variance-Skewness-Entropy Measures: A Multi-Objective Approach for Portfolio Selection

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dc.contributor.authorUsta, İlhan
dc.contributor.authorKantar, Yeliz Mert
dc.contributor.orcid0000-0001-5576-2027
dc.contributor.orcid0000-0001-7101-8943
dc.date.accessioned2025-11-13T09:14:58Z
dc.date.issued2011-01-12
dc.identifier.doihttps://doi.org/10.3390/e13010117
dc.identifier.endpage133
dc.identifier.issn1099-4300
dc.identifier.issue1
dc.identifier.openalexW1981211029
dc.identifier.startpage117
dc.identifier.urihttps://hdl.handle.net/11421/894
dc.identifier.urihttps://doi.org/10.3390/e13010117
dc.identifier.volume13
dc.language.isoen
dc.relation.ispartofEntropy
dc.rightsopenAccess
dc.subjectSkewness
dc.subjectPortfolio
dc.subjectEconometrics
dc.subjectPortfolio optimization
dc.subjectModern portfolio theory
dc.subjectEntropy (arrow of time)
dc.subjectSelection (genetic algorithm)
dc.subjectRate of return on a portfolio
dc.subjectKullback–Leibler divergence
dc.subjectVariance (accounting)
dc.subjectComputer science
dc.subjectStatistics
dc.subjectMathematics
dc.subjectEconomics
dc.subjectArtificial intelligence
dc.subjectFinancial economics
dc.titleMean-Variance-Skewness-Entropy Measures: A Multi-Objective Approach for Portfolio Selection
dc.typeArticle
dspace.entity.typePublication
local.authorid.openalexA5015615050
local.authorid.openalexA5006405755

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