FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2769183000> ?p ?o ?g. }

• W2769183000 endingPage "1031" @default.
• W2769183000 startingPage "1017" @default.
• W2769183000 abstract "This paper proposes a new formulation of the maximum diversification indexation strategy based on Rao’s Quadratic Entropy. It clarifies the investment problem underlying this diversification strategy, identifies the source of its out-of-sample performance, and suggests new dimensions along which this performance can be improved. We show that these potential improvements are quantitatively important and are robust to portfolio turnover, portfolio risk, estimation window, and covariance matrix estimation." @default.
• W2769183000 created "2017-12-04" @default.
• W2769183000 creator A5076343230 @default.
• W2769183000 creator A5084532299 @default.
• W2769183000 creator A5090695504 @default.
• W2769183000 date "2017-11-24" @default.
• W2769183000 modified "2023-10-02" @default.
• W2769183000 title "Rao’s quadratic entropy and maximum diversification indexation" @default.
• W2769183000 cites W1522876465 @default.
• W2769183000 cites W1545199909 @default.
• W2769183000 cites W1983001284 @default.
• W2769183000 cites W1989285461 @default.
• W2769183000 cites W1996418283 @default.
• W2769183000 cites W1998017597 @default.
• W2769183000 cites W1998218359 @default.
• W2769183000 cites W2003639297 @default.
• W2769183000 cites W2019025561 @default.
• W2769183000 cites W2021614726 @default.
• W2769183000 cites W2025745655 @default.
• W2769183000 cites W2039585445 @default.
• W2769183000 cites W2045121171 @default.
• W2769183000 cites W2058394933 @default.
• W2769183000 cites W2095456658 @default.
• W2769183000 cites W2104795328 @default.
• W2769183000 cites W2113208252 @default.
• W2769183000 cites W2127000676 @default.
• W2769183000 cites W2127951175 @default.
• W2769183000 cites W2129802470 @default.
• W2769183000 cites W2139109505 @default.
• W2769183000 cites W2149621874 @default.
• W2769183000 cites W2149893228 @default.
• W2769183000 cites W2155169482 @default.
• W2769183000 cites W2157903047 @default.
• W2769183000 cites W2163969674 @default.
• W2769183000 cites W2164883547 @default.
• W2769183000 cites W2165408259 @default.
• W2769183000 cites W2174919955 @default.
• W2769183000 cites W2277350362 @default.
• W2769183000 cites W2405522437 @default.
• W2769183000 cites W2735144145 @default.
• W2769183000 cites W3011865677 @default.
• W2769183000 cites W3121451334 @default.
• W2769183000 cites W3121764760 @default.
• W2769183000 cites W3122078485 @default.
• W2769183000 cites W3122395237 @default.
• W2769183000 cites W3122800917 @default.
• W2769183000 cites W3122942322 @default.
• W2769183000 cites W3123064549 @default.
• W2769183000 cites W3123065937 @default.
• W2769183000 cites W3123443250 @default.
• W2769183000 cites W3123892172 @default.
• W2769183000 cites W3124559392 @default.
• W2769183000 cites W3124800820 @default.
• W2769183000 cites W3125828509 @default.
• W2769183000 cites W4236670843 @default.
• W2769183000 cites W4300567850 @default.
• W2769183000 doi "https://doi.org/10.1080/14697688.2017.1383625" @default.
• W2769183000 hasPublicationYear "2017" @default.
• W2769183000 type Work @default.
• W2769183000 sameAs 2769183000 @default.
• W2769183000 citedByCount "8" @default.
• W2769183000 countsByYear W27691830002015 @default.
• W2769183000 countsByYear W27691830002019 @default.
• W2769183000 countsByYear W27691830002020 @default.
• W2769183000 countsByYear W27691830002023 @default.
• W2769183000 crossrefType "journal-article" @default.
• W2769183000 hasAuthorship W2769183000A5076343230 @default.
• W2769183000 hasAuthorship W2769183000A5084532299 @default.
• W2769183000 hasAuthorship W2769183000A5090695504 @default.
• W2769183000 hasConcept C105795698 @default.
• W2769183000 hasConcept C106159729 @default.
• W2769183000 hasConcept C106301342 @default.
• W2769183000 hasConcept C121332964 @default.
• W2769183000 hasConcept C126255220 @default.
• W2769183000 hasConcept C126285488 @default.
• W2769183000 hasConcept C129844170 @default.
• W2769183000 hasConcept C144133560 @default.
• W2769183000 hasConcept C149782125 @default.
• W2769183000 hasConcept C162324750 @default.
• W2769183000 hasConcept C162853370 @default.
• W2769183000 hasConcept C180916674 @default.
• W2769183000 hasConcept C185142706 @default.
• W2769183000 hasConcept C186311912 @default.
• W2769183000 hasConcept C202655437 @default.
• W2769183000 hasConcept C2524010 @default.
• W2769183000 hasConcept C2780821815 @default.
• W2769183000 hasConcept C33923547 @default.
• W2769183000 hasConcept C556758197 @default.
• W2769183000 hasConcept C62520636 @default.
• W2769183000 hasConceptScore W2769183000C105795698 @default.
• W2769183000 hasConceptScore W2769183000C106159729 @default.
• W2769183000 hasConceptScore W2769183000C106301342 @default.
• W2769183000 hasConceptScore W2769183000C121332964 @default.
• W2769183000 hasConceptScore W2769183000C126255220 @default.
• W2769183000 hasConceptScore W2769183000C126285488 @default.
• W2769183000 hasConceptScore W2769183000C129844170 @default.
• W2769183000 hasConceptScore W2769183000C144133560 @default.
• W2769183000 hasConceptScore W2769183000C149782125 @default.

• next