Transfer entropy approach for portfolio Optimization: an empirical approach for CESEE markets (2021)
- Authors:
- Autor USP: QUINTINO, DERICK DAVID - ESALQ
- Unidade: ESALQ
- DOI: 10.3390/jrfm14080369
- Subjects: AÇÕES; ENTROPIA; MERCADO FINANCEIRO; PORTFÓLIOS
- Keywords: Análise dinâmica; Econofísica
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título: Journal of Risk and Financial Management
- ISSN: 1911-8074
- Volume/Número/Paginação/Ano: v. 14, art. 369, p. 1-12, 2021
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
ŠKRINJARIĆ, Tihana e QUINTINO, Derick David e FERREIRA, Paulo. Transfer entropy approach for portfolio Optimization: an empirical approach for CESEE markets. Journal of Risk and Financial Management, v. 14, p. 1-12, 2021Tradução . . Disponível em: https://doi.org/10.3390/jrfm14080369. Acesso em: 22 jan. 2026. -
APA
Škrinjarić, T., Quintino, D. D., & Ferreira, P. (2021). Transfer entropy approach for portfolio Optimization: an empirical approach for CESEE markets. Journal of Risk and Financial Management, 14, 1-12. doi:10.3390/jrfm14080369 -
NLM
Škrinjarić T, Quintino DD, Ferreira P. Transfer entropy approach for portfolio Optimization: an empirical approach for CESEE markets [Internet]. Journal of Risk and Financial Management. 2021 ; 14 1-12.[citado 2026 jan. 22 ] Available from: https://doi.org/10.3390/jrfm14080369 -
Vancouver
Škrinjarić T, Quintino DD, Ferreira P. Transfer entropy approach for portfolio Optimization: an empirical approach for CESEE markets [Internet]. Journal of Risk and Financial Management. 2021 ; 14 1-12.[citado 2026 jan. 22 ] Available from: https://doi.org/10.3390/jrfm14080369 - Cross-correlations in meat prices in Brazil: a non-linear approach using different time scales
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Informações sobre o DOI: 10.3390/jrfm14080369 (Fonte: oaDOI API)
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