Optimal versus naive diversification: how inefficient is the 1/N portfolio strategy?

DeMiguel, V and Uppal, R and Garlappi, L (2009) Optimal versus naive diversification: how inefficient is the 1/N portfolio strategy? Review of Financial Studies, 22 (5). pp. 1915-1953. ISSN 1465-7368

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Official URL: http://rfs.oxfordjournals.org/lookup/doi/10.1093/r...
Item Type: Article
Subject Areas: Management Science and Operations
DOI: 10.1093/rfs/hhm075
Date Deposited: 17 May 2016 12:24
Last Modified: 30 Oct 2017 16:49
URI: http://lbsresearch.london.edu/id/eprint/407

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