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  Investigating portfolio performance with higher moment considering entropy and rolling window in banking, insurance, and leasing industries

  Writer : Amini، Arash ؛ Nikoomaram، Hashem ؛ Corresponding Author : Khalili Araghi، Maryam ؛

  Journal:Advances in Mathematical Finance and Applications»Winter 2024, Volume 9 - Issue 1 Ranking الف (Ministry of Science/ISC (‎17 page(s) - From 67 to 83 )

  Keywords:Entropyperformance evaluationRolling WindowHigher momentsBanking and insurance

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