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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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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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Keynes meets Markowitz : the trade-off between familiarity and diversification
Boyle, Phelim P.; Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - 2010
Persistent link: https://www.econbiz.de/10003948898
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A generalized approach to portfolio optimization : improving performance by constraining portfolio norms
DeMiguel, Victor; Garlappi, Lorenzo; Nogales, Francisco J. - 2007
Persistent link: https://www.econbiz.de/10003580221
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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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Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - 2005
Persistent link: https://www.econbiz.de/10003023172
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Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - 2005
Persistent link: https://www.econbiz.de/10002863194
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How inefficient is the 1/N asset-allocation strategy?
DeMiguel, Victor; Garlappi, Lorenzo; Uppal, Raman - 2005
Persistent link: https://www.econbiz.de/10003025635
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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
Uppal, Raman; Garlappi, Lorenzo; Wang, Tan - Money Macro and Finance Research Group - 2004
Persistent link: https://www.econbiz.de/10004971177