Rao's quadratic entropy and maximum diversification indexation
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Publication:4554479
DOI10.1080/14697688.2017.1383625zbMATH Open1400.91532OpenAlexW2769183000MaRDI QIDQ4554479FDOQ4554479
Authors: Benoît Carmichael, Gilles Boevi Koumou, Kevin M. Moran 
Publication date: 14 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2017.1383625
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Cited In (4)
- Diversified portfolios with different entropy measures
- Geometric Characterization of Maximum Diversification Return Portfolio via Rao’s Quadratic Entropy
- Measuring technological breadth and depth of patent documents using Rao’s Quadratic Entropy
- Optimal Portfolio Diversification Using the Maximum Entropy Principle
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