Optimal versus naive diversification: How inefficient is the 1/N portfolio strategy?

Journal

Review of Financial Studies

Subject

Management Science and Operations

Publishing details

Review of Financial Studies 2009 Vol 22:5 p 1915-1953

Authors / Editors

DeMiguel V; Garlappi L; Uppal R

Biographies

DeMiguel V

Publication Year

2009

Publication Research Centre

Institute of Finance and Accounting