On entropy and portfolio diversification

Gianni Pola (PhD is Senior Portfolio Manager at ANIMA SGR in the Multimanager Division and Lecturer on Quantitative Finance at the MIP School of Management (Milan Polytechnic). Previously he worked in AMUNI Group as Senior Quantitative Analyst (until July 2015) in Milan and Paris working on the diversified business line ans advisory to internationl clients including Central Banks & Sovereign Wealth Funds. He holds a PhD in Computational Neuroscience from the University of Newcastle (UK) and a first class honours degree in Theoretical Physics from the University of L'Aquila (Italy).)