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Entropy-based financial asset pricing: Evidence from Pakistan

Entropy is an alternative measure to calculate the risk, simplify the portfolios and equity risk premium. It has higher explanatory power than capital asset price model (CAPM) beta. The comparison of Entropy and CAPM beta provide in depth analysis about the explanatory power of the model that in tur...

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Detalles Bibliográficos
Autores principales: Wang, Sheng, Khan, Sher Ali, Munir, Mubbasher, Alhajj, Reda, Khan, Yousaf Ali
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9778568/
https://www.ncbi.nlm.nih.gov/pubmed/36548250
http://dx.doi.org/10.1371/journal.pone.0278236