DeMiguel, V, Garlappi, L, Nogales, F J and Uppal, R (2009) A generalized approach to portfolio optimization: improving performance by constraining portfolio norms. Management Science, 55 (5). pp. 798-812. ISSN 0025-1909
Official URL: http://pubsonline.informs.org/doi/abs/10.1287/mnsc...
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| Item Type: | Article |
|---|---|
| Subject Areas: | Management Science and Operations |
| Date Deposited: | 17 May 2016 11:55 |
| Last Modified: | 21 Dec 2024 03:04 |
| URI: | https://lbsresearch.london.edu/id/eprint/330 |
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