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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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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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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - 2010
Persistent link: https://www.econbiz.de/10003948899
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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
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A portfolio perspective on the multitude of firm characteristics
DeMiguel, Victor; Martin-Utrera, Alberto; Nogales, … - 2017
Persistent link: https://www.econbiz.de/10011817174
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What alleviates crowding in factor investing?
Uppal, Raman; DeMiguel, Victor; Martin-Utrera, Alberto - 2021
Persistent link: https://www.econbiz.de/10012616121
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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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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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Preemption risk and the valuation of R&D ventures
Garlappi, Lorenzo - 2000
Persistent link: https://www.econbiz.de/10001465920