An application of shannon entropy to portfolio optimization /

Nafees, Khadija..

An application of shannon entropy to portfolio optimization / [Thesis or Dissertation] Khadija Nafees. - Islamabad : COMSATS University Islamabad, 2020. - xv, 66 pages : illustrations ; 30 cm + 1 CD-ROM (4 3/4 in.)






Muhammad Amanullah Khan, Dr. External Examiner, Prof, Management Sciences, Riphah International University, Islamabad.
Usman Ayub, Dr. Supervisor, AP, Management Sciences.


Portfolio optimization--Utility
Shannon entropy--Markowitz's method.


Management Sciences

658 / NAF-A