performance and diversification. The key finding indicates that entropy measures effectively identify optimal portfolios …This study addresses market concentration among major corporations, highlighting the utility of relative entropy for … understanding diversification strategies. It introduces entropic value at risk (EVaR) as a coherent risk measure, which is an upper …

The so-called risk diversification principle is analyzed, showing that its convenience depends on individual …

geographical diversification have been subjected to test. The validation of the said theory has been made via hypothesis testing in …The paper is an empirical research work wherein the principle of Modern Portfolio Theory along with aspects of …

Analytic solutions to Risk Parity, Maximum Diversification, and Minimum Variance portfolios provide useful perspectives … Diversification and Minimum Variance portfolios. On the other hand, all investable assets are included in Risk Parity portfolios, and …

consequence of the introduction of a financial innovation that allow reducing the cost of portfolio diversification in a financial … model shows that when financial innovation reduces the cost of diversification below a given threshold, the strength (due to …