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The review of financial studies
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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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2
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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3
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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4
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
Saved in:
5
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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