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. 2020 Mar 14;22(3):332. doi: 10.3390/e22030332
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