Tail Risk Constraints and Maximum Entropy
Abstract
Not Available
- Publication:
-
Entropy
- Pub Date:
- June 2015
- DOI:
- 10.3390/e17063724
- arXiv:
- arXiv:1412.7647
- Bibcode:
- 2015Entrp..17.3724G
- Keywords:
-
- Quantitative Finance - Risk Management
- E-Print:
- Entropy 17 (6), 3724-3737, 2015