Browsing AURA by Author "Ly, Willy"
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Optimized Portfolios vs. the Naive-Diversification Strategy
Ly, Willy (Master thesis, 2019)Thenoveltyof my thesisisto add to the academic debate introducedby DeMiguel, Garlappi, and Uppal (2009) anattemptto answer the question whetheroptimized portfolio strategies consistently outperform the ...