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Gilles Boevi Koumou
Gilles Boevi Koumou
Bestätigte E-Mail-Adresse bei ulaval.ca - Startseite
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Zitiert von
Zitiert von
Jahr
Diversification and portfolio theory: a review
GB Koumou
Financial Markets and Portfolio Management 34 (3), 267-312, 2020
572020
Unifying portfolio diversification measures using Rao’s quadratic entropy
B Carmichael, GB Koumou, K Moran
Journal of Quantitative Economics 21 (4), 769-802, 2023
352023
Rao’s quadratic entropy and maximum diversification indexation
B Carmichael, GB Koumou, K Moran
Quantitative Finance 18 (6), 1017-1031, 2018
122018
Coherent diversification measures in portfolio theory: An axiomatic foundation
GB Koumou, G Dionne
Risks 10 (11), 205, 2022
112022
Mean-variance model and investors’ diversification attitude: A theoretical revisit
GB Koumou
Finance Research Letters 37, 101360, 2020
22020
A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy
B Carmichael, GB Koumou, K Moran
CRREP working paper 2015-09, 2015
22015
Risk budgeting using a generalized diversity index
GB Koumou
Journal of Asset Management 24 (6), 443-458, 2023
12023
Weight Bound Constraints in Mean-Variance Models: A Re-examination Based on Machine Learning
GB Koumou
SSRN, 2022
12022
Large-Scale Mean-Variance Optimization and Chunking Algorithm
GB Koumou
https://www.researchgate.net/publication/356617632_Large-Scale_Mean …, 2021
12021
Machine Learning and Risk Management: SVDD Meets RQE
G Dionne, GB Koumou
HEC Montreal, Canada Research Chair in Risk Management Working Papers, 2018
12018
Hierarchical Risk Budgeting
GB Koumou
The Journal of Financial Data Science, 2024
2024
Mean-variance model and investors diversification attitude: A theoretical revisit (vol 37, pg 1, 2020)
GB Koumou
FINANCE RESEARCH LETTERS 46, 2022
2022
Corrigendum to ‘Mean-variance model and investors diversification attitude: A theoretical revisit’[Finance Research Letters 37 (2020) 1–7/Article 101360]
GB Koumou
Finance Research Letters 46, 102225, 2022
2022
The RQE-CAPM: New insights about the pricing of idiosyncratic risk
B Carmichael, GB Koumou, K Moran
Available at SSRN 4026448, 2022
2022
Weight Bound Constraints in Mean-Variance Models: A Robust Control Theory Foundation
GB Koumou
Available at SSRN 4027548, 2021
2021
The political reception of innovations
B Carmichael, GB Koumou, K Moran
Centre de recherche sur les risques, les enjeux économiques, et les …, 2021
2021
Risk reduction and Diversification within Markowitz's Mean-Variance Model: Theoretical Revisit
GB Koumou
arXiv preprint arXiv:1608.05024, 2016
2016
Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy
GB Koumou, K Moran
Centre de recherche sur les risques, les enjeux économiques, et les …, 2015
2015
A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy
GB Koumou, K Moran
Centre de recherche sur les risques, les enjeux économiques, et les …, 2015
2015
Weight Bound Constraints in Mean-Variance Models: A Robust Control Theory Foundation Via Machine Learning
GB KOUMOU
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