Bps | Basis points |
CAPM | Capital asset pricing model |
DEA | Data envelopment analysis |
MED | Maximum entropy diversification |
MQE | Mean-quadratic entropy |
MSSS | Mean-semivariance-skewness-semikurtosis |
MVPO | Mean-variance portfolio optimization |
MVSE | Mean-variance-skewness-entropy |
Nats | Natural units |
PMPT | Post-modern portfolio theory |
REPO | Return-entropy portfolio optimization |