• Essays in Minimum Relative Entropy implementations for views processing
  • Colasante, Marcello <1987>

Subject

  • SECS-P/01 Economia politica

Description

  • In this thesis we investigate aspects of the theory of minimum relative entropy models (MRE in the sequel) within the class of exponential-family distributions. We use this technique for an application in portfolio management to compute Bayesian-like statistical features that incorporate fully general views on multivariate markets.

Date

  • 2019-10-31

Type

  • Doctoral Thesis
  • PeerReviewed

Format

  • application/pdf

Identifier

http://amsdottorato.unibo.it/9091/1/colasante_marcello_tesi.pdf

urn:nbn:it:unibo-25542

Colasante, Marcello (2019) Essays in Minimum Relative Entropy implementations for views processing, [Dissertation thesis], Alma Mater Studiorum Università di Bologna. Dottorato di ricerca in Economics , 31 Ciclo. DOI 10.6092/unibo/amsdottorato/9091.

Relations

http://amsdottorato.unibo.it/9091/