Comparing Optimal Portfolio Performance Based on Skew-Normal Distribution and Skew-Laplace-Normal Distribution: A Mean-Absolute Deviation-Entropy Approach
Objective Investors typically seek to strike the optimal balance between potential returns and associated risks in their trades. Various models have been presented to choose the optimal portfolio using different approaches. one of these methods is based on the statistical distribution of asset retur...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2024-06-01
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| Series: | مدیریت صنعتی |
| Subjects: | |
| Online Access: | https://imj.ut.ac.ir/article_98430_1a64e43bb2f5f8953a7acab061756771.pdf |
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