On a general class of portfolio diversification measures induced by risk measures.

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Bibliographic Details
Title: On a general class of portfolio diversification measures induced by risk measures.
Authors: Torrente, Maria-Laura1 (AUTHOR) marialaura.torrente@economia.unige.it, Uberti, Pierpaolo2 (AUTHOR)
Source: Annals of Operations Research. Mar2026, p1-44.
Database: Business Source Ultimate
Description
ISSN:02545330
DOI:10.1007/s10479-026-07153-6