A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio NormsMudit SETHISeptember, 2025Victor DeMiguel, Lorenzo Garlappi, Francisco J. Nogales, Raman Uppal, 2009Abstract We provide a general framework for finding portfolios that perform well out-of-sample in the presence of estimation error. This… Read MoreA Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms