| Diversification and portfolio theory: a review GB Koumou Financial Markets and Portfolio Management 34 (3), 267-312, 2020 | 38 | 2020 |
| Unifying portfolio diversification measures using Rao's quadratic entropy B Carmichael, GB Koumou, K Moran CRREP Working Paper 2015-02, 2022 | 36 | 2022 |
| Rao’s quadratic entropy and maximum diversification indexation B Carmichael, GB Koumou, K Moran Quantitative Finance 18 (6), 1017-1031, 2018 | 11 | 2018 |
| Coherent diversification measures in portfolio theory: An axiomatic foundation GB Koumou, G Dionne Risks 10 (11), 205, 2022 | 8 | 2022 |
| Mean-variance model and investors’ diversification attitude: A theoretical revisit GB Koumou Finance Research Letters 37, 101360, 2020 | 3 | 2020 |
| A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy B Carmichael, GB Koumou, K Moran CRREP working paper 2015-09, 2015 | 2 | 2015 |
| Weight Bound Constraints in Mean-Variance Models: A Re-examination Based on Machine Learning GB Koumou Available at SSRN 4027548, 2021 | 1 | 2021 |
| Large-Scale Mean-Variance Optimization and Chunking Algorithm GB Koumou https://www.researchgate.net/publication/356617632_Large-Scale_Mean …, 2021 | 1 | 2021 |
| Machine Learning and Risk Management: SVDD Meets RQE G DIONNE, GB KOUMOU Academic Press, 2018 | 1 | 2018 |
| 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 |
| Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation. Risks 10: 205 GB Koumou, G Dionne s Note: MDPI stays neutral with regard to jurisdictional claims in published …, 2022 | | 2022 |
| 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 |
| Risk Budgeting Using A Generalized Diversity Index GB KOUMOU | | |
| The Capital Asset Pricing Model: A Rao’s Quadratic Entropy Formulation B CARMICHAEL, GB KOUMOU, K MORAN | | |
Benoît CarmichaelUniversité LavalAdresse e-mail validée de ecn.ulaval.ca
