Mean-Variance-Skewness-Entropy Measures: A Multi-Objective Approach for Portfolio Selection - İlhan Usta; Usta, İlhan; Yeliz Mert Kantar; Kantar, Yeliz Mert (My University, 2011)
Keywords: 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