Optimal versus Naive Diversification: How Inefficient Is...

Review of Financial Studies 2009 / 05 Vol. 22; Iss. 5

Optimal versus Naive Diversification: How Inefficient Is the 1/N Portfolio Strategy?

Victor DeMiguel, Lorenzo Garlappi and Raman Uppal
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Volume:
22
Language:
english
Journal:
The Review of Financial Studies
DOI:
10.2307/30226017
Date:
May, 2009
File:
PDF, 4.12 MB
english, 2009
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