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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Mitchell, Olivia S."
~person:"Uppal, Raman"
~subject:"Portfolio selection"
~subject:"Wirtschaftswachstum"
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Management science : journal of the Institute for Operations Research and the Management Sciences
NBER working paper series
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The review of financial studies
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A generalized approach to portfolio optimization : improving performance by constraining portfolio norms
DeMiguel, Victor
;
Garlappi, Lorenzo
;
Nogales, Francisco J.
- In:
Management science : journal of the Institute for …
55
(
2009
)
5
,
pp. 798-812
Persistent link: https://www.econbiz.de/10003859991
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Keynes meets Markowitz : the trade-off between familiarity and diversification
Boyle, Phelim P.
;
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
- In:
Management science : journal of the Institute for …
58
(
2012
)
2
,
pp. 253-272
Persistent link: https://www.econbiz.de/10009512174
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