Entropy-based financial asset pricing: Evidence from Pakistan
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DOI: 10.1371/journal.pone.0278236
Abstract: Entropy is an alternative measure to calculate the risk, simplify the portfolios and equity risk premium. It has higher explanatory power than capital asset price model (CAPM) beta. The comparison of Entropy and CAPM beta… read more here.
Keywords: explanatory power; entropy; risk; capm beta ... See more keywords