Journal of Chemical and Pharmaceutical Research (ISSN : 0975-7384)

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Original Articles: 2014 Vol: 6 Issue: 6

Research on portfolio model based on information entropy theory


Entropy is a measure of the uncertainty. Entropy-based optimization model can help investors to make decision in the imperfect securities market. This paper improved the existing entropy optimization model by adding the securities transaction costs, and analyzed the maximization of the investment portfolio gains in an uncertain environment.

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