Benoit Carmichael

Université Laval

Quebec G1K 7P4

Canada

SCHOLARLY PAPERS

6

DOWNLOADS

403

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (6)

1.

Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy

CRREP Working Paper 2015-02
Number of pages: 63 Posted: 26 May 2015 Last Revised: 15 Mar 2022
Benoit Carmichael, Gilles Boevi Koumou and Kevin Moran
Université Laval, Université Mohammed VI Polytechnique and Laval University - Department of Economics
Downloads 279 (156,353)
Citation 8

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Rao's Quadratic Entropy, Portfolio Diversification, Correlation Diversification, Quadratic Utility Theory

A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy

CRREP working paper 2015-09
Number of pages: 27 Posted: 30 Mar 2018
Benoit Carmichael, Gilles Boevi Koumou and Kevin Moran
Université Laval, Université Mohammed VI Polytechnique and Laval University - Department of Economics
Downloads 83 (421,001)
Citation 1

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Rao’s Quadratic Entropy, Portfolio Diversification, Maximum Diversification Indexation, Diversification Ratio, Most Diversified Portfolio

Rao’s Quadratic Entropy and Maximum Diversification Indexation

CARMICHAEL, Benoît, KOUMOU, Gilles Boevi, et MORAN, Kevin. Rao’s quadratic entropy and maximum diversification indexation. Quantitative Finance, 2018, vol. 18, no 6, p. 1017-1031.
Posted: 08 Mar 2017 Last Revised: 27 Mar 2019
Benoit Carmichael, Gilles Boevi Koumou and Kevin Moran
Université Laval, Université Mohammed VI Polytechnique and Laval University - Department of Economics

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Rao’s Quadratic Entropy, Portfolio Diversification, Maximum Diversification Indexation, Diversification Ratio, Most Diversified Portfolio

3.

Securities Transactions Taxes and Financial Crises

CRREP working paper 2015-06
Number of pages: 17 Posted: 30 Mar 2018 Last Revised: 16 Jul 2018
Benoit Carmichael, Jean-Armand Gnagne and Kevin Moran
Université Laval, Université Laval - Département d'Économique and Laval University - Department of Economics
Downloads 22 (708,036)

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Securities Transaction Tax, Tobin Tax, Regulation, Financial Crises

4.

The RQE-CAPM: New Insights About the Pricing of Idiosyncratic Risk

Number of pages: 35 Posted: 16 Mar 2022
Benoit Carmichael, Gilles Boevi Koumou and Kevin Moran
Université Laval, Université Mohammed VI Polytechnique and Laval University - Department of Economics
Downloads 19 (724,427)

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Rao's Quadratic Entropy, Mean-Variance Model, Capital Asset Pricing Model, Idiosyncratic Risk, Correlation Diversiffcation

5.

Real Estate and Consumption Growth as Common Risk Factors in Asset Pricing Models

Real Estate Economics, Vol. 46, Issue 4, pp. 936-970, 2018
Number of pages: 35 Posted: 14 Nov 2018
Benoit Carmichael and Alain Coen
Université Laval and Université du Québec à Montréal (UQÀM) - Graduate School of Business (ESG)
Downloads 0 (930,918)

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6.

Health Insurance, Liquidity and Growth

Posted: 07 Oct 2000
Benoit Carmichael and Yazid Dissou
Université Laval and University of Ottawa - Department of Economics

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