A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
| Year of publication: |
2009
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|---|---|
| Authors: | Demiguel, Victor ; Garlappi, Lorenzo ; Nogales, Francisco J. ; Uppal, Raman |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 55.2009, 5, p. 798-812
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