A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy
Year of publication: |
2018
|
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Authors: | Carmichael, Benoit |
Other Persons: | Koumou, Gilles Boevi (contributor) ; Moran, Kevin (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Entropie | Entropy | Diversifikation | Diversification |
Extent: | 1 Online-Ressource (27 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 25, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.3149033 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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