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Mean-variance model and investors' diversification attitude : a theoretical revisit
Koumou, Gilles Boevi - In: Finance research letters 37 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484898
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The RQE-CAPM : new insights about the pricing of idiosyncratic risk
Carmichael, Benoît; Koumou, Gilles Boevi; Moran, Kevin - 2021
Persistent link: https://www.econbiz.de/10012617477
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The RQE-CAPM : new insights about the pricing of idiosyncratic risk
Carmichael, Benoît; Koumou, Gilles Boevi; Moran, Kevin - 2021
Persistent link: https://www.econbiz.de/10012617687
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Unifying portfolio diversification measures using Rao's quadratic entropy
Carmichael, Benoît; Koumou, Gilles Boevi; Moran, Kevin - In: Journal of quantitative economics 21 (2023) 4, pp. 769-802
Persistent link: https://www.econbiz.de/10014518461