Optimal Versus Naive Diversification: How Inefficient is the 1/NPortfolio Strategy? (Q56781203)

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Optimal Versus Naive Diversification: How Inefficient is the 1/NPortfolio Strategy?
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    Optimal Versus Naive Diversification: How Inefficient is the 1/NPortfolio Strategy? (English)
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    Victor DeMiguel
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    Lorenzo Garlappi
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    Raman Uppal
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    3 December 2007
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    22
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    5
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    1915-1953
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