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
Official URL: http://rfs.oxfordjournals.org/lookup/doi/10.1093/r...
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Item Type: | Article |
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Subject Areas: | Management Science and Operations |
Date Deposited: | 17 May 2016 12:24 |
Last Modified: | 05 Nov 2024 03:08 |
URI: | https://lbsresearch.london.edu/id/eprint/407 |