References

Bibliographic entries cited across the theory notes, tutorials, and user guide. Inline citations use {ref}Key ``.

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Meucci2014. Meucci, A., Santangelo, A., & Deguest, R. (2014). Measuring portfolio diversification based on optimized uncorrelated factors. SSRN Electronic Journal.

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Shi2016. Shi, X. (2016). Generalized Hyperbolic Distributions and Related Topics. PhD Thesis.

Stankyavichyus2026. Stankyavichyus, A. V. (2026). Varentropy: Overview, Computational Routes, and Structural Decomposition. Preprint.

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