Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification.

Phelim Boyle Lorenzo Garlappi Raman Uppal Tan Wang

Published in: Manag. Sci. (2012)

Keyphrases

trade off
portfolio selection
portfolio optimization
image processing
tabu search
neural network
search result diversification
web pages
learning environment
digital libraries
long term
special case
optimization methods
fuzzy numbers