Details about Nettey Boevi Gilles Gilles Koumou

Access statistics for papers by Nettey Boevi Gilles Gilles Koumou.

Last updated 2023-02-07. Update your information in the RePEc Author Service.

Short-id: pko1051

Working Papers

2021

1. Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation
   Working Papers, Africa Institute for Research in Economics and Social Sciences
   Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2019)
   See also Journal Article Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation, Risks, MDPI (2022) View citations (3) (2022)
2. The RQE-CAPM: New insights about the pricing of idiosyncratic risk
   CIRANO Working Papers, CIRANO

2016

3. Risk reduction and Diversification within Markowitz's Mean-Variance Model: Theoretical Revisit
   Papers, arXiv.org

2015

4. A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy
   Cahiers de recherche, CIRPEE View citations (1)
   Also in Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques (2015) View citations (1)
5. Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy
   Cahiers de recherche, CIRPEE View citations (5)
   Also in CIRANO Working Papers, CIRANO (2015) View citations (4)
   Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques (2015) View citations (8)

Journal Articles

2022

1. Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation
   Risks, 2022, 10, (11), 1-19 View citations (3)
   See also Working Paper Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation, Working Papers (2021) (2021)

2020

2. Diversification and portfolio theory: a review
   Financial Markets and Portfolio Management, 2020, 34, (3), 267-312 View citations (20)
3. Mean-variance model and investors’ diversification attitude: A theoretical revisit
   Finance Research Letters, 2020, 37, (C)

2018

4. Rao’s quadratic entropy and maximum diversification indexation
   Quantitative Finance, 2018, 18, (6), 1017-1031 View citations (3)