Aluko, O. A., Fapetu, O., & Azeez, B. A. (2018). International portfolio diversification in the Nigerian stock market: A global financial crisis perspective. Future Business Journal, 4(2), 189-194.
Beaudreau, A. H., Chan, M. N., & Loring, P. A. (2018). Harvest portfolio diversification and emergent conservation challenges in an Alaskan recreational fishery. Biological Conservation, 222, 268-277.
Briere, M., Oosterlinck, K., & Szafarz, A. (2015). Virtual currency, tangible return: Portfolio diversification with bitcoin. Journal of Asset Management, 16(6), 365-373.
Chan Kim, W., Hwang, P., & Burgers, W. P. (1989). Global diversification strategy and corporate profit performance. Strategic management journal, 10(1), 45-57.
Chang, T. J., Yang, S. C., & Chang, K. J. (2009). Portfolio optimization problems in different risk measures using a genetic algorithm. Expert Systems with Applications, 36(7), 10529-10537.
Chen, Y., Shi, Y., Wei, X., & Zhang, L. (2014). How does credit portfolio diversification affect banks’ return and risk? Evidence from Chinese listed commercial banks. Technological and Economic Development of Economy, 20(2), 332-352.
Dang, V. D. (2019). The effects of loan portfolio diversification on Vietnamese banks’ return. In International Econometric Conference of Vietnam (pp. 928-939). Springer, Cham.
Diyarbakırlıoğlu, E., & Satman, M. H. (2013). The maximum diversification index. Journal of Asset Management, 14(6), 400-409.
Eberhart, R., & Kennedy, J. (1995, October). A new optimizer using particle swarm theory. In MHS'95. Proceedings of the Sixth International Symposium on Micro Machine and Human Science (pp. 39-43). Ieee.
Francis, J. C., & Kim, D. (2013). Modern portfolio theory: Foundations, analysis, and new developments (Vol. 795). John Wiley & Sons.
Gagliardini, P., & Gouriéroux, C. (2013). Granularity adjustment for risk measures: Systematic vs unsystematic risks. International Journal of Approximate Reasoning, 54(6), 717-747.
Georgalos, K., Paya, I., & Peel, D. A. (2018). On the contribution of the Markowitz model of utility to explain risky choice in experimental research. Journal of Economic Behavior & Organization.
Holland, J. H. (1974). Erratum: Genetic algorithms and the optimal allocation of trials. SIAM Journal on Computing, 3(4), 326-326.
Jackwerth, J. C., & Slavutskaya, A. (2016). The total benefit of alternative assets to pension fund portfolios. Journal of Financial Markets, 31, 25-42.
Jadhao, G. and Chandra, A., (2017). Application of VIX and entropy indicators for portfolio rotation strategies. Research in International Business and Finance, 42, pp.1367-1371.
Jones, C. P. (2007). Investments: analysis and management. John Wiley & Sons.
Kajtazi, A., & Moro, A. (2019). The role of bitcoin in well diversified portfolios: A comparative global study. International Review of Financial Analysis, 61, 143-157.
Kalashnikov, V., Benita, F., López-Ramos, F., & Hernández-Luna, A. (2017). Bi-objective project portfolio selection in Lean Six Sigma. International Journal of Production Economics, 186, 81-88.
Kara, G., Özmen, A., & Weber, G. W. (2019). Stability advances in robust portfolio optimization under parallelepiped uncertainty. Central European Journal of Operations Research, 27(1), 241-261.
Kim, W., Kim, Y. M., Kim, T. H., & Bang, S. (2018). Multi-dimensional portfolio risk and its diversification: A note. Global Finance Journal, 35, 147-156.
Liu, W. (2018). Portfolio diversification across cryptocurrencies. Finance Research Letters.
Markowitz, H. M., & Todd, G. P. (2000). Mean-variance analysis in portfolio choice and capital markets (Vol. 66). John Wiley & Sons.
Oh, K. J., Kim, T. Y., & Min, S. (2005). Using genetic algorithm to support portfolio optimization for index fund management. Expert Systems with Applications, 28(2), 371-379.
Oloko, T. F. (2018). Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria. Research in International Business and Finance, 45, 219-232.
Oyenubi, A. (2016). Diversification measures and the optimal number of stocks in a portfolio: An information theoretic explanation. Computational Economics, 1-29.
Paut, R., Sabatier, R., & Tchamitchian, M. (2019). Reducing risk through crop diversification: An application of portfolio theory to diversified horticultural systems. Agricultural Systems, 168, 123-130.
Platanakis, E., Sakkas, A., & Sutcliffe, C. (2019). Harmful diversification: Evidence from alternative investments. The British Accounting Review, 51(1), 1-23.
Pola, G. (2016). On entropy and portfolio diversification. Journal of Asset Management, 17(4), 218-228.
Reilly, F. K., & Brown, K. C. (2011). Investment analysis and portfolio management. Cengage Learning.
Rockafellar, R. T., & Uryasev, S. (2000). Optimization of conditional value-at-risk. Journal of risk, 2, 21-42.
Steinberg, J. B. (2018). International portfolio diversification and the structure of global production. Review of Economic Dynamics, 29, 195-215.
Taguchi, G. (1986). Introduction to quality engineering: designing quality into products and processes (No. 658.562 T3).
Zelany, M. (1974). A concept of compromise solutions and the method of the displaced ideal. Computers & Operations Research, 1(3-4), 479-496.