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Avtomatika i Telemekhanika, 2006, Issue 9, Pages 179–190 (Mi at1242)  
This article is cited in 7 scientific papers (total in 7 papers)

Control in Social Economic Systems

Entropy model of the investment portfolio

A. Yu. Popkov

Institute for Systems Analysis, Russian Academy of Sciences, Moscow, Russia
Full-text PDF (204 kB) Citations (7)
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Abstract: A stochastic model of the investment portfolio based on maximization of entropy was proposed. The model claims at simulating behavior of the investor at portfolio formation. Consideration was given to the computational methods adapted to the problems arising in these models.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 22.12.2005
English version:
Automation and Remote Control, 2006, Volume 67, Issue 9, Pages 1518–1528
DOI: https://doi.org/10.1134/S000511790609013X
Bibliographic databases:
Document Type: Article
PACS: 89.65.-s
Language: Russian
Citation: A. Yu. Popkov, “Entropy model of the investment portfolio”, Avtomat. i Telemekh., 2006, no. 9, 179–190; Autom. Remote Control, 67:9 (2006), 1518–1528
Citation in format AMSBIB
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\by A.~Yu.~Popkov
\paper Entropy model of the investment portfolio
\jour Avtomat. i Telemekh.
\yr 2006
\issue 9
\pages 179--190
\mathnet{http://mi.mathnet.ru/at1242}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2266478}
\zmath{https://zbmath.org/?q=an:1194.91177}
\transl
\jour Autom. Remote Control
\yr 2006
\vol 67
\issue 9
\pages 1518--1528
\crossref{https://doi.org/10.1134/S000511790609013X}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-33749033876}
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    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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