Diversification Quotients: Quantifying Diversification via Risk Measures
Published Online:16 Jan 2025https://doi.org/10.1287/mnsc.2023.00513
Supplemental Material
The replication files for this article are available HERE.
- Cited by
- Journal of Computational and Applied Mathematics, Vol. 481
- Insurance: Mathematics and Economics, Vol. 125
Volume 71, Issue 9
September 2025
Pages vii-x, 7223-8095, iv-vi
Article Information
Supplemental Material
Metrics
Information
- Received:February 15, 2023
- Accepted:June 24, 2024
- Published Online:January 16, 2025
Copyright © 2025, INFORMS
Cite as
Xia Han, Liyuan Lin, Ruodu Wang (2025) Diversification Quotients: Quantifying Diversification via Risk Measures. Management Science 71(9):7990-8006.
https://doi.org/10.1287/mnsc.2023.00513
Keywords
The authors thank the editor, an associate editor, three anonymous referees, Fabio Bellini, Aleš Černý, An Chen, Jan Dhaene, Paul Embrechts, Paul Glasserman, Pablo Koch-Medina, Dimitrios Konstantinides, Henry Lam, Jean-Gabriel Lauzier, Fabio Macherroni, Massimo Marinacci, Cosimo Munari, Alexander Schied, Qihe Tang, Stan Uryasev, Peter Wakker, and Zuoquan Xu for helpful comments and discussions on an earlier version of the paper.
