Wikidata

(Q56781203)

English

Optimal Versus Naive Diversification: How Inefficient is the 1/NPortfolio Strategy?

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title
Optimal Versus Naive Diversification: How Inefficient is the 1/NPortfolio Strategy? (English)
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author name string
Victor DeMiguel
series ordinal
1
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Lorenzo Garlappi
series ordinal
2
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Raman Uppal
series ordinal
3
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publication date
3 December 2007
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volume
22
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issue
5
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page(s)
1915-1953
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Identifiers

DOI
10.1093/RFS/HHM075
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