Unifying portfolio diversification measures using Rao's quadratic entropy
Year of publication: |
Avril 2015
|
---|---|
Authors: | Carmichael, Benoît ; Koumou, Gilles Boevi ; Moran, Kevin |
Publisher: |
Montréal : CIRANO, Centre interuniversitaire de recherche en analyse des organisations |
Subject: | Portfoliodiversifikation | Portfolio diversification | Theorie | Theory |
-
Information diversity and household portfolio diversification
Liu, Zhifeng, (2023)
-
The effectiveness of catastrophe bonds in portfolio diversification
Mariani, Massimo, (2016)
-
Najeeb, Syed Faiq, (2017)
- More ...
-
Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy
Moran, Kevin, (2015)
-
Rao's quadratic entropy and maximum diversification indexation
Carmichael, Benoît, (2018)
-
The RQE-CAPM : new insights about the pricing of idiosyncratic risk
Carmichael, Benoît, (2021)
- More ...