Geometric Characterization of Maximum Diversification Return Portfolio via Rao's Quadratic Entropy

Research output: Journal article publicationJournal articleAcademic researchpeer-review

2 Citations (Scopus)
Original languageEnglish
Pages (from-to)525-556
Number of pages32
JournalSIAM Journal on Financial Mathematics
Volume14
Issue number2
DOIs
Publication statusE-pub ahead of print - 24 May 2023

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