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Optimal Asset Allocation

•DeMiguel, Victor & Garlappi, Lorenzo & Uppal, Raman, 2005. "How Inefficient is the 1/N Asset-Allocation Strategy?," CEPR Discussion Papers 5142, C.E.P.R. Discussion Papers.

•Louis K.C. Chan & Jason Karceski & Josef Lakonishok, 1999. "On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model," NBER Working Papers 7039, National Bureau of Economic Research, Inc.

•John E. Mitchell, Stephen Braun,(2004) Rebalancing an Investment Portfolio in the Presence of Convex Transaction Costs

•http://kuznets.fas.harvard.edu/~campbell/papers/csv_currency_all_20070425.pdf

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