Article title: f-Betas and portfolio optimization with f-divergence induced risk measures
Authors: Rui Ding
Journal: Quantitative Finance
DOI: http://dx.doi.org/10.1080/14697688.2023.2230629
When the article was originally published online, the following sentence in the first paragraph of section 2 and corresponding reference to citation Ahmadi-Javid (2011) was omitted:
As a remark, risk measures based on f-divergences were first introduced by Ahmadi-Javid (2011) and Ahmadi-Javid (2012) under the name g-entropic risk measures, where primal and dual representations for this class were studied.
Ahmadi-Javid, A., An information-theoretic approach to constructing coherent risk measures. In 2011 IEEE International Symposium on Information Theory Proceedings, pp. 2125-2127, 2011 (St. Petersburg, Russia).
These errors have now been corrected.