Optimal versus naive diversification : how inefficient is the 1/N portfolio strategy?
Victor DeMiguel; Lorenzo Garlappi; Raman Uppal
| Year of publication: |
2009
|
|---|---|
| Authors: | DeMiguel, Victor ; Garlappi, Lorenzo ; Uppal, Raman |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 5, p. 1915-1953
|
| Subject: | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Industrieländer | Industrialized countries |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003886034