Original language | English |
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Pages (from-to) | 525-556 |
Number of pages | 32 |
Journal | SIAM Journal on Financial Mathematics |
Volume | 14 |
Issue number | 2 |
DOIs | |
Publication status | E-pub ahead of print - 24 May 2023 |
Geometric Characterization of Maximum Diversification Return Portfolio via Rao's Quadratic Entropy
Research output: Journal article publication › Journal article › Academic research › peer-review
2
Citations
(Scopus)