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Optimal versus naive diversification : how inefficient is the 1/N portfolio strategy?
DeMiguel, Victor; Garlappi, Lorenzo; Uppal, Raman - In: The review of financial studies 22 (2009) 5, pp. 1915-1953
Persistent link: https://www.econbiz.de/10003886034
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Basic assets
Ahn, Dong-Hyun; Conrad, Jennifer S.; Dittmar, Robert F. - In: The review of financial studies 22 (2009) 12, pp. 5133-5174
Persistent link: https://www.econbiz.de/10003916318
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Stock return serial dependence and out-of-sample portfolio performance
DeMiguel, Victor; Nogales, Francisco J.; Uppal, Raman - In: The review of financial studies 27 (2014) 4, pp. 1031-1073
Persistent link: https://www.econbiz.de/10010370827
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Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - In: The review of financial studies 20 (2007) 1, pp. 41-81
Persistent link: https://www.econbiz.de/10003403673
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Risk adjustment and trading strategies
Ahn, Dong-Hyun; Conrad, Jennifer S.; Dittmar, Robert F. - In: The review of financial studies 16 (2003) 2, pp. 459-485
Persistent link: https://www.econbiz.de/10001764236
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A transaction-cost perspective on the multitude of firm characteristics
DeMiguel, Victor; Martín-Utrera, Alberto; Nogales, … - In: The review of financial studies 33 (2020) 5, pp. 2180-2222
Persistent link: https://www.econbiz.de/10012244743