Items where Author is "Garlappi, L"
Up a levelGroup by: Item Type | No Grouping
Number of items: 2.
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
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