Optimising portfolio diversification and dimensionality

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Cited in

(9)

Diversification with options and structured products
An optimization-diversification approach to portfolio selection
On the impact of semidefinite positive correlation measures in portfolio theory
Portfolio optimization based on negative correlation ensemble learning
Optimal portfolios on mean-diversification efficient frontiers
Investor preferences and portfolio selection: is diversification an appropriate strategy?
Geometric Characterization of Maximum Diversification Return Portfolio via Rao’s Quadratic Entropy
Optimising portfolio diversification and dimensionality
A hybrid relaxation method for solving generalized linear fractional programs

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