1 The Maximum-Entropy Distribution of the Future Market Price of a Stock
John M. Cozzolino and Michael J. Zahner
Operations Research
Vol. 21, No. 6 (Nov. - Dec., 1973), pp. 1200-1211
Published by: INFORMS
Article Stable URL: http://www.jstor.org/stable/168947
2 Entropy model of the investment portfolio
A. Yu. Popkov
Automation and Remote Control
Volume 67, Number 9 (2006), 1518-1528, DOI: 10.1134/S000511790609013X http://www.springerlink.com/content/5396641052738r11/
3 Entropy, market risk, and the selection of efficient portfolios
George C. Philippatos* & Charles J. Wilson†
Applied Economics Volume 4, Issue 3, 1972 Special Issue: http://www.tandfonline.com/doi/abs/10.1080/00036847200000017
4 Conditions of Equivalence among E-V, SSD, and E-H Portfolio Selection Criteria: The Case for Uniform, Normal and Lognormal Distributions
George C. Philippatos and Nicolas Gressis
Management Science
Vol. 21, No. 6, Application Series (Feb., 1975), pp. 617-625
Published by: INFORMS
Article Stable URL: http://www.jstor.org/stable/2629595
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