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A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio NormsDEMIGUEL, Victor; GARLAPPI, Lorenzo; NOGALES, Francisco J et al.Management science. 2009, Vol 55, Num 5, pp 798-812, issn 0025-1909, 15 p.Article

Keynes Meets Markowitz: The Trade-Off Between Familiarity and DiversificationBOYLE, Phelim; GARLAPPI, Lorenzo; UPPAL, Raman et al.Management science. 2012, Vol 58, Num 2, pp 253-272, issn 0025-1909, 20 p.Article

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