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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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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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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/10008252148
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Portfolio Investment with the Exact Tax Basis via Nonlinear Programming
Demiguel, Victor; Uppal, Raman - In: Management science : journal of the Institute for … 51 (2005) 2, pp. 277-290
Persistent link: https://www.econbiz.de/10006078496
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Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification
Boyle, Phelim; Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - In: Management science : journal of the Institute for … 58 (2012) 2, pp. 253-273
Persistent link: https://www.econbiz.de/10009833252