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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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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. 1915-1954
Persistent link: https://www.econbiz.de/10008238829
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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 (2013) 5, pp. 1915-1914
Persistent link: https://www.econbiz.de/10010114058
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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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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
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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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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. 41-82
Persistent link: https://www.econbiz.de/10007392366
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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
Persistent link: https://www.econbiz.de/10007392367
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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
Persistent link: https://www.econbiz.de/10007392368
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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
Persistent link: https://www.econbiz.de/10007392369