Citation profile for Nettey Boevi Gilles Gilles Koumou

Nettey Boevi Gilles Gilles Koumou : Citation Profile

Université Laval

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   7 years (2015 - 2022). See details.
   Cites by year: 3
   Journals where Nettey Boevi Gilles Gilles Koumou has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 6 (19.35 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko1051
   Updated: 2024-11-04    RAS profile: 2023-02-07
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Dionne, Georges (3)

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:

Tao, Yubo (3)

Moran, Kevin (2)

Ali, Amjad (2)

Frömmel, Michael (1)

Maiti, Moinak (1)

Canepa, Alessandra (1)

Gzyl, Henryk (1)

Kumar, Ronald (1)

Righi, Marcelo (1)

Härdle, Wolfgang (1)

Roncalli, Thierry (1)

Cites to:

Chateauneuf, Alain (10)

OOSTERLINCK, Kim (8)

Moran, Kevin (8)

Szafarz, Ariane (6)

Goetzmann, William (6)

De Giorgi, Enrico (5)

Tallon, Jean-Marc (4)

Bouri, Elie (4)

merton, robert (4)

Bianchi, Milo (4)

Roncalli, Thierry (4)

Main data

Where Nettey Boevi Gilles Gilles Koumou has published?

Recent works citing Nettey Boevi Gilles Gilles Koumou (2024 and 2023)

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
2023	Diversification quotients based on VaR and ES. (2023). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2301.03517. Full description at Econpapers \|\| Download paper
2023	A return-diversification approach to portfolio selection. (2023). Giacometti, Rosella ; Cesarone, Francesco ; Tardella, Fabio ; Martino, Manuel Luis. In: Papers. RePEc:arx:papers:2312.09707. Full description at Econpapers \|\| Download paper
2023	Diversification quotients based on VaR and ES. (2023). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:185-197. Full description at Econpapers \|\| Download paper
2023	Volatility and returns connectedness in cryptocurrency markets: Insights from graph-based methods. (2023). Bezbradica, Marija ; Mai, Tai Tan ; Ngoc, An Pham ; Crane, Martin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:632:y:2023:i:p1:s0378437123009044. Full description at Econpapers \|\| Download paper
2023	Measuring Dependence in a Set of Asset Returns. (2023). Wang, King ; Madan, Dilip B. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09378-4. Full description at Econpapers \|\| Download paper
2023	Risk budgeting using a generalized diversity index. (2023). Koumou, Gilles Boevi. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00326-z. Full description at Econpapers \|\| Download paper

Works by Nettey Boevi Gilles Gilles Koumou:

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	16
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