21 citations · 41 across the 3 of their papers we have counts for
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q-fin.ST2007★ 6 cited
Entropy and Uncertainty Analysis in Financial Markets
Andreia Dionisio, Rui Menezes, Diana A. Mendes
The investor is interested in the expected return and he is also concerned about the risk and the uncertainty assumed by the investment. One of the most popular concepts used to me…
q-fin.ST2007★ 14 cited
Utility function estimation: the entropy approach
Andreia Dionisio, A. Heitor Reis
The maximum entropy principle can be used to assign utility values when only partial information is available about the decision maker's preferences. In order to obtain such utilit…