Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy
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- Claudiu Vințe & Marcel Ausloos, 2023. "Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy," JRFM, MDPI, vol. 16(2), pages 1-24, February.
References listed on IDEAS
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This paper has been announced in the following NEP Reports:- NEP-DES-2023-04-17 (Economic Design)
- NEP-FMK-2023-04-17 (Financial Markets)
- NEP-RMG-2023-04-17 (Risk Management)
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