1 George Street
Edinburgh, EH2 2LL
United Kingdom
Aberdeen Standard Investments
Systemic risk, principal component, entropy, effective number, effective support, information theory
Portfolio Diversification, Higher-Order Moments, Variance of Variance, Kurtosis, Dimensionality, Minimum Variance, Diversification Ratio, Risk Parity
Portfolio diversification, Entropy, Effective support size, Higher-order moments, Skewness, Kurtosis