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Abstract
Open Access Biostatistics & Bioinformatics
Portfolio Analysis in Finance Mathematics
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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
ISSN 2578-0247Volume2 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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