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

DeMiguel, V, 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 0893-9454

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Item Type: Article
Subject Areas: Management Science and Operations
Date Deposited: 17 May 2016 12:24
Last Modified: 22 Nov 2019 17:06
URI: http://lbsresearch.london.edu/id/eprint/407
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