Open AccessMINIMUM TSALLIS PORTFOLIO
Author(s) -
Erhan Ustaoğlu,
Atıf Evren
Publication year - 2022
Publication title -
journal of research in business :
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2630-6255
DOI - 10.54452/jrb.1030739
Subject(s) - portfolio optimization , portfolio , econometrics , variance (accounting) , entropy (arrow of time) , minification , computer science , post modern portfolio theory , modern portfolio theory , tsallis entropy , covariance , replicating portfolio , mathematics , mathematical optimization , statistics , economics , financial economics , tsallis statistics , physics , accounting , quantum mechanics