3
H index
1
i10 index
28
Citations
Université Laval | 3 H index 1 i10 index 28 Citations RESEARCH PRODUCTION: 4 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Nettey Boevi Gilles Gilles Koumou. | Is cited by: | Cites to: |
Year ![]() | Title of citing document ![]() |
---|---|
2024 | Diversification Quotients: Quantifying Diversification via Risk Measures. (2022). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2206.13679. Full description at Econpapers || Download paper |
2024 | Dynamic correlation among renewable energy, technology, and carbon markets: Evidence from a novel nonparametric time-frequency approach. (2024). Olasehinde-Williams, Godwin ; Olanipekun, Ifedolapo Olabisi ; Ozkan, Oktay. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pb:s096014812401735x. Full description at Econpapers || Download paper |
2024 | Bubble Spillover of Assets: Evidence from the Exchange Rates of Some Newly Industrialized Countries. (2024). Tarkun, Sava ; Anar, Mehmet. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2024:i:41:p:22-33. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
---|---|---|---|
2021 | Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation.(2022) In: Risks. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2019 | Coherent diversification measures in portfolio theory: An axiomatic foundation.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2016 | Risk reduction and Diversification within Markowitzs Mean-Variance Model: Theoretical Revisit In: Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Unifying Portfolio Diversification Measures Using Raos Quadratic Entropy In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | Unifying Portfolio Diversification Measures Using Raos Quadratic Entropy.(2015) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2015 | Unifying Portfolio Diversification Measures Using Raos Quadratic Entropy.(2015) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | The RQE-CAPM : New insights about the pricing of idiosyncratic risk In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Mean-variance model and investors’ diversification attitude: A theoretical revisit In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2020 | Diversification and portfolio theory: a review In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 19 |
2015 | A New Formulation of Maximum Diversification Indexation Using Raos Quadratic Entropy In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 1 |
2015 | A New Formulation of Maximum Diversification Indexation Using Raos Quadratic Entropy.(2015) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2018 | Rao’s quadratic entropy and maximum diversification indexation In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team