Ordering univariate distributions by entropy and variance

Journal of Econometrics

Volumn 90, Issue 2, 1999, Pages 317-336

  Ebrahimi, Nader ^a   Maasoumi, Esfandiar ^b   Soofi, Ehsan S ^c  

^a NORTHERN ILLINOIS UNIVERSITY   (United States)

^b SOUTHERN METHODIST UNIVERSITY   (United States)

^c UNIVERSITY OF WISCONSIN MILWAUKEE   (United States)

Author keywords

Entropy; Information theory; Ordering relations; Risk; Volatility

Indexed keywords

EID: 0039580836     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(98)00046-3     Document Type: Article

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