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The Informational Dynamics of Mean‒Variance Relationships in Fertilizer Markets: An Entropic Investigation

The risk‒return trade-off is a fundamental relationship that has received a large amount of attention in financial and economic analysis. Indeed, it has important implications for understanding linear dynamics in price returns and active quantitative portfolio optimization. The main contributions of...

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Detalles Bibliográficos
Autores principales: Lahmiri, Salim, Bekiros, Stelios
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2018
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7513201/
https://www.ncbi.nlm.nih.gov/pubmed/33265766
http://dx.doi.org/10.3390/e20090677