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How Inefficient is the 1/N Ass...
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ECONIS (ZBW)
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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
Saved in:
2
How inefficient is the 1/N asset-allocation strategy?
DeMiguel, Victor
;
Garlappi, Lorenzo
;
Uppal, Raman
-
2005
Persistent link: https://www.econbiz.de/10003025635
Saved in:
3
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
-
2010
Persistent link: https://www.econbiz.de/10003948899
Saved in:
4
Stock return serial dependence and out-of-sample portfolio performance
DeMiguel, Victor
;
Nogales, Francisco J.
;
Uppal, Raman
-
2013
Persistent link: https://www.econbiz.de/10009745642
Saved in:
5
A portfolio perspective on the multitude of firm characteristics
DeMiguel, Victor
;
Martin-Utrera, Alberto
;
Nogales, …
-
2017
Persistent link: https://www.econbiz.de/10011817174
Saved in:
6
What alleviates crowding in factor investing?
Uppal, Raman
;
DeMiguel, Victor
;
Martin-Utrera, Alberto
-
2021
Persistent link: https://www.econbiz.de/10012616121
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Preemption risk and the valuation of R&D ventures
Garlappi, Lorenzo
-
2000
Persistent link: https://www.econbiz.de/10001465920
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