Stochastic Dominance and Portfolio Performance Under Heuristic Optimization
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Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-78965-7_55
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4. Clarke, R.G., De Silva, H., Thorley, S.: Minimum-variance portfolios in the US equity market. J. Portf. Manag. 33(1), 10–24 (2006)
5. DeMiguel, V., Garlappi, L., Uppal, R.: Optimal versus naive diversification: How inefficient is the 1/N portfolio strategy? Rev. Financ. Stud. 22(5), 1915–1953 (2007)
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