%0 Journal Article %T Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy? %A DeMiguel, Victor %A Garlappi, Lorenzo %A Uppal, Raman %J The Review of Financial Studies %V 22 %N 5 %P 1915-1953 %@ 0893-9454 %D 2009-05-03 %I Oxford University Press %~ DeepDyve