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Abstract

Open Access Biostatistics & Bioinformatics

Portfolio Analysis in Finance Mathematics

  • Open or CloseDS Hooda*

    Honorary Professor in Mathematics, GJ university of Science and Technology, India

    *Corresponding author:DS Hooda, Honorary Professor in Mathematics, GJ university of Science and Technology, Hisar-125001, India

Submission: July 04, 2019; Published: November 12, 2019

DOI: 10.31031/OABB.2019.02.000546

ISSN 2578-0247
Volume2 Issue5

Abstract

In the present paper a brief account of the deterministic model due to Marko is given and the concept of mean variance efficient frontier to find all efficient portfolios that maximize the expected returns and minimize the variance are introduced. Some measures of portfolio analysis based on entropy meanvariance frontier and maximum entropy model in risk sharing are proposed and studied.

Keywords: Risk-averse; Hyper plane; Pareto- optimal sharing; Maximum entropy principle

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