Unifying portfolio diversification measures using Rao's quadratic entropy
Benoît Carmichael, Gilles Boevi Koumou, Kevin Moran
| Year of publication: |
2023
|
|---|---|
| Authors: | Carmichael, Benoît ; Koumou, Gilles Boevi ; Moran, Kevin |
| Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 21.2023, 4, p. 769-802
|
| Subject: | Correlation diversification | Diversification ratio | Diversification return | Diversity index | Mean-variance model | Portfolio diversification | Rao's Quadratic Entropy | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Theorie | Theory | Portfoliodiversifikation | Entropie | Entropy | Korrelation | Correlation | Kapitaleinkommen | Capital income |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40953-023-00368-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014518461