Optimal versus naive diversification how inefficient

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Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy?

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

“Optimal Versus Naive Diversification: How Inefficient Is the 1/N Portfolio Strategy” – a Critique “Optimal Versus Naive Diversification: How Inefficient Is The 1/N Portfolio Strategy” – A Critique Title: The title of the paper “Optimal Versus Naive Diversification: How Inefficient Is The 1/N Portfolio Strategy” has been reasonably well phrased.

DeMiguel, Victor and Garlappi, Lorenzo and Uppal, Raman, Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy? (May ). The Review of Financial Studies, Vol.

22, Issue 5, pp. Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item. Hautsch, Nikolaus & Voigt, Stefan, "Large-scale portfolio allocation under transaction costs and model uncertainty," CFS Working Paper SeriesCenter for Financial Studies (CFS).

Kroencke, Tim A. View Essay - DeMiguel Garlappi Uppal RFS - Optimal vs Naive diversification - 1 over N portfolio from FINANCE at Massachusetts Institute of Technology.

The Society for Financial. We model our investigation on a well-known paper by (DeMiguel, Garlappi, and Uppal ) titled “Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?”, which discussed some of the major technical issues that complicate the use of portfolio optimization in practice.

The authors also present the results of empirical tests of various portfolio optimization methods on several. 2. Victor DeMiguel, Lorenzo Garlappi, Raman Uppal, Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy? 3. Weimin Liu Liquidity Premium and A Two-factor Model Current Draft: July This articles underpin the basic Idea, the hypothesis of this work, as well as derive the actual calculations and .

Optimal versus naive diversification how inefficient
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