"A Generalized Approach to Portfolio Optimization: Improving Performance by ..."

Victor DeMiguel et al. (2009)

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DOI: 10.1287/MNSC.1080.0986

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type: Journal Article

metadata version: 2023-08-28

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Victor DeMiguel, Lorenzo Garlappi, Francisco J. Nogales, Raman Uppal:
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms. Manag. Sci. 55(5): 798-812 (2009)

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