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L. M. S. Filho

1 paper hereh-index 211 citations4 works total

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  • last author1

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fields
  • q-fin.ST1

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collaborators

1 paper

q-fin.ST2018

Portfolio Theory, Information Theory and Tsallis Statistics

Marco A. S. Trindade, Sergio Floquet, Lourival M. S. Filho

We developed a strategic of optimal portfolio based on information theory and Tsallis statistics. The growth rate of a stock market is defined by using q-deformed functions and w…

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