3
H index
1
i10 index
25
Citations
Université Laval | 3 H index 1 i10 index 25 Citations RESEARCH PRODUCTION: 4 Articles 9 Papers RESEARCH ACTIVITY: 7 years (2015 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pko1051 |
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 |
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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 |
Year | Title | Type | Cited |
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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 |
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