Empirical Research of Mean-Cross-Entropy Model with the Transaction Costs in Portfolio Selection

Hua Li; Junwei Xu; Qiubai Sun

首页> 外文期刊>Journal of systems science & information >Empirical Research of Mean-Cross-Entropy Model with the Transaction Costs in Portfolio Selection

【24h】

Empirical Research of Mean-Cross-Entropy Model with the Transaction Costs in Portfolio Selection

机译：投资组合选择中带有交易成本的均值交叉熵模型的实证研究

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

The Mean-Cross-Entropy model, which is based on the Minimum Cross-Entropy principle, assist investors in the absence of sufficient information for decision-making. In this paper, the transaction costs will be added to the model, which makes the model more reasonable and more feasible. Then verify an new model through an example.

机译：基于最小交叉熵原理的均值交叉熵模型可以在缺乏足够的决策信息的情况下为投资者提供帮助。本文将交易成本添加到模型中，使模型更合理，更可行。然后通过示例验证新模型。

著录项

来源
《Journal of systems science & information》 |2010年第1期|p.21-25|共5页
作者
Hua Li; Junwei Xu; Qiubai Sun;
展开▼
作者单位

School of Economy and Law, University of Science and Technology Liaoning, Anshan 114051, Liaoning, China;

School of Science, University of Science and Technology Liaoning, Anshan 114051, Liaoning, China;

School of Business Administration, University of Science and Technology Liaoning, Anshan 114051, Liaoning China;

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类
关键词
mean-cross-entropy model; transaction costs; portfolio;

机译：均值交叉熵模型交易成本;投资组合;

相似文献

外文文献
中文文献
专利

1. Empirical Study of Mean-entropy Model with the Transaction Costs in Portfolio Selection [J] . Hua Li, Junwei Xu, Qiubai Sun Journal of systems science & information . 2009,第4期

机译：投资组合选择中带有交易成本的均值熵模型的实证研究
2. Empirical Study of Mean-entropy Model with the Transaction Costs in Portfolio Selection [J] . Hua Li, Junwei Xu, Qiubai Sun 系统科学与信息学报：英文版 . 2009,第004期

机译：投资组合选择中带有交易成本的均值熵模型的实证研究
3. Empirical Portfolio Selection Strategies With Proportional Transaction Costs [J] . Gyorfi L., Walk H. Information Theory, IEEE Transactions on . 2012,第10期

机译：具有比例交易成本的经验投资组合选择策略
4. Empirical study of entropy optimization models with transaction costs in portfolio selection [C] . Hua Li, Junwei Xu, Qiubai Sun 2011 International Conference on Computer Science and Service System . 2011

机译：投资组合选择中带有交易成本的熵优化模型的实证研究
5. Robust Value-at-Risk (VaR) Portfolio Selection Problem Under the Joint Ellipsoidal Uncertainty Set In the Presence of Transactions Costs. [D] . Park, Hyekyung. 2017

机译：在存在交易成本的联合椭圆不确定性集合下的鲁棒风险价值（VaR）资产组合选择问题。
6. Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models [O] . Renato Bruni, Francesco Cesarone, Andrea Scozzari, 2016

机译：用于投资组合选择的现实世界数据集和一些随机支配投资组合模型的解决方案
7. Uncertainty theory based multiple objective mean-entropy-skewness stock portfolio selection model with transaction costs [O] . Rupak Bhattacharyya, Amitava Chatterjee, Samarjit Kar 2013

机译：具有交易成本的基于不确定性理论的多目标均值-偏度股票投资组合选择模型

Empirical Research of Mean-Cross-Entropy Model with the Transaction Costs in Portfolio Selection

摘要

著录项

相似文献

相关主题

期刊订阅