Comparing Entropy and Beta as Measures of Risk in Asset Pricing
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DOI: 10.11118/actaun201765061889
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- Noe Rodriguez-Rodriguez & Octavio Miramontes, 2022. "Shannon entropy: an econophysical approach to cryptocurrency portfolios," Papers 2210.02633, arXiv.org.
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Keywords
entropy; risk measure; beta; asset pricing;All these keywords.
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