Geometric Characterization of Maximum Diversification Return Portfolio via Rao’s Quadratic Entropy (Q6159081)
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scientific article; zbMATH DE number 7691068
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric Characterization of Maximum Diversification Return Portfolio via Rao’s Quadratic Entropy |
scientific article; zbMATH DE number 7691068 |
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Geometric Characterization of Maximum Diversification Return Portfolio via Rao’s Quadratic Entropy (English)
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1 June 2023
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maximum diversification return
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Euclidean distance matrix
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Rao's quadratic entropy
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ridge regularization
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long-only portfolio
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spherical embedding
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