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Applications of Entropy in Finance: A Review

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2020

Diversification and portfolio theory: a review

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2017A polynomial goal programming model for portfolio optimization based on entropy and higher moments85 cited

2016An entropy-based early warning indicator for systemic risk80 cited

2019Exploring Knowledge Entropy in Organizations67 cited

2022Knowledge Strategies56 cited

2019Assessment of progress towards “Europe 2020” strategy targets by using the MULTIMOORA method and the Shannon Entropy Index55 cited

2017Information Entropy and Measures of Market Risk47 cited

2017Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models46 cited

2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction46 cited

2019A polynomial goal programming approach for intuitionistic fuzzy portfolio optimization using entropy and higher moments46 cited

2021Information-Theoretic Measures and Modeling Stock Market Volatility: A Comparative Approach28 cited

2015Combining Expected Utility and Weighted Gini-Simpson Index into a Non-Expected Utility Device3 cited