Μέτρα της εντροπίας στα χρηματοοικονομικά
KeywordsΕντροπία ; Δεσμευμένη εντροπία ; Επιλογή χαρτοφυλακίου ; Ελαχιστοποίηση ; Shannon ; Fuzzy ; Entropy ; Conditional entropy ; Portfolio selection ; Minimization
Initially, the concept of entropy came from the science of physics, especially from the field of thermodynamics. However, various forms of entropy and its two basic principles are used extensively in the field of finance. In this thesis, these forms are reported in detail. Basic principles of entropy and their applications in finance are also described. The empirical study of this thesis emphasizes the entropy as a measure of risk of the portfolio and is compared to other traditional methods.