Update on paper

Ok, so the paper will now be focused on entropy based diversification measures and models. I've noticed some searches on the website for this topic and it's interesting. The results I've seen so far indicate that using a entropy style diversification/concentration constraint results in a diversified portfolio will low turnover. Of course I need to grind out a complete set of results and check the statistics. I will post a draft of the paper to the website in the next few days.