3
H index
1
i10 index
40
Citations
Université Laval | 3 H index 1 i10 index 40 Citations RESEARCH PRODUCTION: 4 Articles 9 Papers RESEARCH ACTIVITY:
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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 |
|---|---|
| 2025 | The Impact of Gold Coin Investments on Portfolio Diversification and Risk Management in the Zimbabwean Financial Markets. (2025). Wadesango, Newman ; Sitsha, Lovemore ; Matanhike, Simbarashe Brandon. In: CECCAR Business Review. RePEc:ahd:journl:v:6:y:2025:i:8:p:69-82. Full description at Econpapers || Download paper |
| 2024 | Diversification quotients: Quantifying diversification via risk measures. (2024). Han, Xia ; Wang, Ruodu ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2206.13679. Full description at Econpapers || Download paper |
| 2025 | Set risk measures. (2025). Righi, Marcelo ; Moresco, Marlon ; Horta, Eduardo. In: Papers. RePEc:arx:papers:2407.18687. Full description at Econpapers || Download paper |
| 2024 | Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232. Full description at Econpapers || Download paper |
| 2024 | Casting a wide net in familiar vs. unfamiliar waters: Impact of types of alliance partner diversity on level and reliability of firm performance. (2024). Osiyevskyy, Oleksiy ; Jiang, Ruihua Joy ; Santoro, Michael D ; Tao, Qingjiu Tom. In: European Management Journal. RePEc:eee:eurman:v:42:y:2024:i:5:p:824-833. Full description at Econpapers || Download paper |
| 2025 | Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule. (2025). Jelito, Damian ; Jaworski, Piotr ; Wony, Jakub ; Wyomaska, Agnieszka ; Pitera, Marcin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:206:y:2025:i:c:s0047259x24001039. 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 |
| 2025 | EcoStrategic index: Economic value creation through product portfolio diversity for waste-to-x technologies. (2025). Eikeland, Marianne ; Barahmand, Zahir. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:214:y:2025:i:c:s1364032125001807. Full description at Econpapers || Download paper |
| 2024 | Application of a Robust Maximum Diversified Portfolio to a Small Economy’s Stock Market: An Application to Fiji’s South Pacific Stock Exchange. (2024). Kumar, Ronald ; Stauvermann, Peter Josef ; Ghanbari, Hossein. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:9:p:388-:d:1469491. Full description at Econpapers || Download paper |
| 2025 | From rational to behavioral: An epistemological bridge between Markowitz, Fama, and Shiller. (2025). Arango-Vasquez, Leonel. In: Post-Print. RePEc:hal:journl:hal-05003891. 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 |
| 2025 | Minimum capital requirement portfolios according to the new Basel framework for market risk. (2025). Avellone, Alessandro ; Foroni, Ilaria ; Pederzoli, Chiara. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:39:y:2025:i:2:d:10.1007_s11408-024-00454-5. Full description at Econpapers || Download paper |
| 2024 | Risk-adjusted geometric diversified portfolios. (2024). Uberti, Pierpaolo ; Torrente, Maria-Laura. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:1:d:10.1007_s11135-023-01631-w. Full description at Econpapers || Download paper |
| 2024 | Diversification strategies for indirect real estate. Intersection of business, economics, and society in shanghai mixed-use developments. (2024). Valero, Alfonso. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:10:d:10.1007_s43546-024-00660-3. Full description at Econpapers || Download paper |
| 2025 | A portfolio diversification measure in the unit interval: A coherent and practical approach. (2025). Nolascojauregui, Oralia ; Quezadatellez, Luis Alberto ; Diazhernandez, Adan ; Flores, Yuri Salazar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2771-2785. 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 | 5 |
| 2022 | Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation.(2022) In: Risks. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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: 5 | 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 | 29 |
| 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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