Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
| Year of publication: |
2013
|
|---|---|
| Authors: | DeMiguel, Victor ; Garlappi, Lorenzo ; Uppal, Raman |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 22.2013, 5 (8.5.), p. 1915-1914
|