The article discusses the entropy approach to the analysis of corporate financial system on the basis of the financial coefficients and market share price rates. The uncertainty of the corporate financial attractiveness is assessed using the entropy indicator of a random vector. Financial indicators such as Liquidity Financial Ratios, Operating Financial Ratios, Leverage Financial Ratios, Profitability Financial Ratios and Market Ratios serve here as vector components. Discrete entropy models of random vectors as well as differential entropy models for continuous probability distributions were used. It is shown that special probability distributions, approximately coinciding with the basic statistical ones for the first two moments, set the...
This paper introduces an intrinsic entropy model which can be employed as an indicator for gauging i...
This paper introduces an intrinsic entropy model which can be employed as an indicator for gauging i...
In this work we apply two different methods to estimate the relative entropy of foreign exchange mar...
The article discusses the entropy approach to the analysis of corporate financial system on the basi...
The companies with low entropy of financial statements, due to lower information risk and investor c...
<div><p>We investigate entropy as a financial risk measure. Entropy explains the equity premium of s...
This book presents selected entropy-based applications in economics, finance and management research...
We investigate entropy as a financial risk measure. Entropy explains the equity premium of securitie...
In recent years there has been a closer interrelationship between several scientific areas trying to...
The paper establishes entropy as a measure of risk in asset pricing models by comparing its explanat...
AbstractThe application of entropy in finance can be regarded as the extension of information entrop...
In this paper we attempt to introduce an econophysics approach to evaluate some aspects of the risks...
In recent years there has been a closer interrelationship between several scientific areas trying t...
The aim of this paper is the construction of an early warning indicator for systemic risk using entr...
One of the most popular concepts used to measure the risk and the uncertainty is the variance and/or...
This paper introduces an intrinsic entropy model which can be employed as an indicator for gauging i...
This paper introduces an intrinsic entropy model which can be employed as an indicator for gauging i...
In this work we apply two different methods to estimate the relative entropy of foreign exchange mar...
The article discusses the entropy approach to the analysis of corporate financial system on the basi...
The companies with low entropy of financial statements, due to lower information risk and investor c...
<div><p>We investigate entropy as a financial risk measure. Entropy explains the equity premium of s...
This book presents selected entropy-based applications in economics, finance and management research...
We investigate entropy as a financial risk measure. Entropy explains the equity premium of securitie...
In recent years there has been a closer interrelationship between several scientific areas trying to...
The paper establishes entropy as a measure of risk in asset pricing models by comparing its explanat...
AbstractThe application of entropy in finance can be regarded as the extension of information entrop...
In this paper we attempt to introduce an econophysics approach to evaluate some aspects of the risks...
In recent years there has been a closer interrelationship between several scientific areas trying t...
The aim of this paper is the construction of an early warning indicator for systemic risk using entr...
One of the most popular concepts used to measure the risk and the uncertainty is the variance and/or...
This paper introduces an intrinsic entropy model which can be employed as an indicator for gauging i...
This paper introduces an intrinsic entropy model which can be employed as an indicator for gauging i...
In this work we apply two different methods to estimate the relative entropy of foreign exchange mar...