The Effect of Exit Time and Entropy on Asset Performance Evaluation

The objective of this study is to evaluate assets’ performance by considering the exit time within the risk measurement framework alongside Shannon entropy and, alternatively, excluding these factors, which can be used to create a portfolio aligned with short- or long-term objectives. This portfolio...

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Detalles Bibliográficos
Autores principales: Ghasemi Doudkanlou, Mohammad, Chandro, Prokash, Banihashemi, Shokoofeh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10528300/
https://www.ncbi.nlm.nih.gov/pubmed/37761551
http://dx.doi.org/10.3390/e25091252

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10528300/
https://www.ncbi.nlm.nih.gov/pubmed/37761551
http://dx.doi.org/10.3390/e25091252

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