Jacopo Moretti

Faculty of Economis - Sapienza University of Rome

PhD student

Via del Castro Laurenziano 9

Via del Castro Laurenziano 9

Rome, RM 00161

Italy

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Scholarly Papers (1)

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Does Greater Diversification Really Improve Performance in Portfolio Selection?

Number of pages: 15 Posted: 30 Jul 2014
Francesco Cesarone, Jacopo Moretti and Fabio Tardella
University of Rome III - Department of Business Studies, Faculty of Economis - Sapienza University of Rome and Faculty of Economics - Sapienza University of Rome
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Citation 2

Abstract:

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Asset Management, Diversification, Cardinality Constraints, Portfolio Optimization