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

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Original language	English
Pages (from-to)	525-556
Number of pages	32
Journal	SIAM Journal on Financial Mathematics
Volume	14
Issue number	2
DOIs	https://doi.org/10.1137/22M1492313
Publication status	E-pub ahead of print - 24 May 2023

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@article{c7874c07ef974851bbdf8eadd55e13a1,

title = "Geometric Characterization of Maximum Diversification Return Portfolio via Rao's Quadratic Entropy",

author = "Houduo Qi",

year = "2023",

month = may,

day = "24",

doi = "10.1137/22M1492313",

language = "English",

volume = "14",

pages = "525--556",

journal = "SIAM Journal on Financial Mathematics",

issn = "1945-497X",

publisher = "Society for Industrial and Applied Mathematics Publications",

number = "2",

}