Browsing Documentos Indexados pela Web of Science by Author "Miebs, Felix"
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On portfolio optimization: imposing the right constraints
Behr, Patrick Gottfried; Guettler, Andre; Miebs, Felix
2013-04We reassess the recent finding that no established portfolio strategy outperforms the naively diversified portfolio, 1/N, by developing a constrained minimum-variance portfolio strategy on a shrinkage theory based framework. ...


